> You'd want an adaptive algorithm that could exploit 'trends' over any time period. Of course that what you want, but how will you find it, and more important

> You'd want an adaptive algorithm that could exploit 'trends' over any time period. Of course that what you want, but how will you find it, and more importantly, how will you know you found it? In a bull market, an "adaptable general algorithm" that makes 10% in a year is statistically indistinguishable from an algorithm that buys and holds S&P500, unless you design your backtests very carefully.