: Optimisation of a Trading Strategy (Walk Forward Analysis) To the pro traders: What do you do when the past two years of a WFA (10-15 year period) had an increasing loss (2017 = -4%, 2018 = -8%) while the other years were

Vote Up Vote Down   0 Reactions

Login to give Reaction!

Optimisation of a Trading Strategy (Walk Forward Analysis)
To the pro traders:

What do you do when the past two years of a WFA (10-15 year period) had an increasing loss (2017 = -4%, 2018 = -8%) while the other years were profitable?

Do you modify the strategy? Do you conclude that it's not profitable? Or do you ignore this because the average gain on 10-15 year period is positive?

What is your experience and what do you do typically do with a situation like this?

(0)

Login to post a comment!