@ Vonasi, I am not sure why you want decades of historical data – although if I am correct from your regular posts you like to go back 10-20 years ! I just cannot see the point of this, bearing in mind market structure changes every say 18-24 months likely anyway. Finding something – and I am not sure if you discretionary trade or algo trade – not that it makes a difference I guess that has been successful for 10 years must nigh on be impossible, I certainly would not trust that data : especially on PRT BT for sure. The further you go back the more errors there are bound to be – that the BT just do not show! And even if its worked well for 10 years it could stop working tomorrow – just as much probability as a strategy thats BT for 3 years well. I believe when you trade an auto strategy – which I want to only do – you MUST be prepared to be able to ‘fix it’ when it goes wrong. This is obviously the ‘no easy answer problem’.  For me going back this far – 10 years plus –  means you are searching for some ‘almost’ perfect strategy that delivers profits all the time – with some drawdowns – but generally always ‘works’. Lets say a strategy has been working well for the last 3 years but the 2 prior years it made losses – do we not trial that because only 3 latest years have ‘worked’  well? IMHO certainly I would trial ‘live’ a strategy like that as it could deliver me another 3 years of profit…This is a bit ‘off the subject’ but….