Backtesting the Autotrader

I have completed a thorough backtest of the last 6 months (December 1, 2007 - May 31, 2008). I will post the results today. I find the results on one hand exciting and on the other hand troubling. While the system did extraordinarily well in the previous six months, it did not perform as well in the year previous to that. Of course, the reason we have made changes to the original system is that we have noted a distinct difference in how the market behaves recently compared to last year. These results show that while the system has great potential for growth, it will not perform consistently through all market types (no system I know can). I am working on an extension to the upgraded system that would potentially hedge against the scenario of a changing market.