Hi David, thanks for your comment!

I can imagine that some algorithms with large lag, like a long term MA crossover, might indeed produce useful signals. But I can really not see any causal connection between a trade today and some singular price patterns from half a year ago. Such an algorithm rather gives me the impression that there may be something wrong with the underlying idea, or possibly some hidden problem with the system generation or testing method. Anyway I'm looking forward to your next article.