A backtest can look perfect — until you shift the data 28 years

I ran a simple robustness check on a Gold EA in MT4 and got a result that I think is worth discussing. The original backtest looked clean: high-quality tick data, realistic spread, and a smooth equity curve. Then I shifted the quote history by 28 years and ran the strategy again. The result changed dramatically. The equity curve became unstable and most of the apparent edge disappeared. That does **not** automatically mean the EA is fraudulent. There are other possible explanations. But for me, this is a serious robustness warning. If a strategy only works on one specific historical placement of the same market structure, I would want to know why before trusting the backtest. This kind of test can sometimes expose things like: * hardcoded dates or time-dependent logic; * excessive curve fitting; * hidden dependence on a specific historical regime; * parameters that are much less robust than the original backtest suggests. What I find interesting is that a backtest can still look technically “good” — real tick data, proper spread, no obvious modelling issues — and yet the underlying strategy may still be fragile. Has anyone here used **time-shifted data** or similar robustness tests for EAs? And what would you consider a reasonable explanation if an EA performs well on the original history but collapses after shifting the same data in time?