The grail_1.mq4 by Sergey Kovalyovis a good example how things happen:

If you backtest it, you will see, that before 10/01/2006 it will gain high profit, after 10/01/2006 the algorithm looses. This is at every currency!
So what happend in 10/2006?
YES, Sergey published his article and the ea in 9/05/2006!
So two interpretations are possible:
a) Some big players without brookers limitation use the grail system with big profit and this changes market.
b) Brookers were hit by the grail system and implemented filters to avoid it making profit.

I think it is both of it. If it is only b), then the grail system should still work at non-mt4-brokers. I will check this at ...