A system might deliver exceptional performance on EUR/USD while failing consistently on GBP/USD or stock indices. Do you consider a strategy valid if it is optimized for a single currency pair? How do you determine whether success stems from asset-specific quirks or core system logic?
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A strategy optimized for a single asset can still be valid, but heavy asset-dependency carries risks—especially when trading with a prop firm. If your edge relies entirely on EUR/USD quirks, changing market volatility can quickly breach your daily loss limits.
To test for core logic, try forward-testing the system on correlated assets like GBP/USD or AUD/USD without changing any parameters. If it falls apart completely, you are likely trading curve-fitted noise rather than robust logic. True core mechanics should capture broader price action principles rather than just one pair's specific tick behavior.
How do you test your strategies for robustness across different symbols? Drop your methods below!
