I have been doing some back testing of various EAs in MT4. I have noticed that EAs which rely on market volatility seem to all start to lose money at about 10/2006. The even stranger thing is that this seems to happen on every symbol. It would seem odd that all the volatility went out of the entire forex market all in a month, is this some artifact of the MT4 data? has anybody else noticed the same thing? did this occur in other (non-MT4) data?
The breaking of a wave cannot explain the whole sea.