I think it should be run for the past ten years to combine the bull years and bear years and the last 2 years in a trading range.
pt, if you combine all that you'll never know how the system does separately in bull, bear, & sideways markets because you'll have mixed them all up. Why wouldn't you want to know how a system handles different kinds of markets?
IMHO 5 years is too short.
5 years is a LONG time for most traders - if this system does poorly over that long a period why wouldn't you want to know that?
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