The biggest mistake in strategy optimization? Believing your best parameter is actually the best.
Stop looking for the highest Sharpe or P&L or whatever metric. Look for stability.
Instead of asking:
“Is the N-period RSI profitable?”
Ask:
“Does the N-period RSI and its neighboring values all tell the same story?”
A genuine market effect shouldn’t disappear because you change one parameter.
If only one setting works it will eventually stop.. when you’re risking real capital. This is avoidable before you deploy.
Vary parameters +/- 10% and compare performance. It’s automate-able.
@DailyIranNews According to this dip shit the Iranian regime does nothing but win win win but they have ruled millions of people who hate them and have a failed economy a failed currency even though they have all the oil to be super successful and powerful. The Reality is they are gay and dumb
@schadjoe Punished them for their pathetic non conference schedule but didn’t punish Virginia for the same thing and didn’t punish Connecticut for their end of season losses to the Johnnies.
Also Houston as a 2 seed at home is really dumb.