How Long Have You Backtested?

If you were just doing this as a research project and you would just happen to use the last 40 years worth of data, which is really what most futures markets are based on. We don't have a lot of data in a rising interest rate environment when it comes to that. So unless you go and buy data from special sources, which most people don't bother doing, your data set is going to be pretty biased or one sided. That's also why I think a lot of these AI type strategies can get into real trouble because they are learning something that is just as you say, it's cyclical, it doesn't necessarily mean that that's how markets always behave. And so there

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