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It can seem this way, but I am discovering that system development is a bit like a rubiks cube, line up a few more of one color to see the side you have nearly completed go to bits.

To demonstrate this and as an example of how finessing down the entry end of a system can affect drawdowns I tried adding an entry volatility filter to a system I am playing with. Why? Because I noticed that on occassions (usually when tested on data that doesn't include the last 4.5 years of bull market, that should be a bit of a hint) my regular entry trigger was being drawn into stocks on bars with massive ATR. By adding a filter I managed to reduce the average DD from 23.7% to 21.4% and more importantly significantly bunch up the distribution from stdev of 7.24 down to 6. But my CAGR also fell from 18.35% to 17.3%, stdev was about the same. Hence my rubiks cube analogy....in this case it would seem that one can smooth the ride by tinkering with the entry at the likely compromise of some CAGR.

ASX.G

<blockquote data-quote="theasxgorilla" data-source="post: 195641" data-attributes="member: 6099">It can seem this way, but I am discovering that system development is a bit like a rubiks cube, line up a few more of one color to see the side you have nearly completed go to bits.To demonstrate this and as an example of how finessing down the entry end of a system can affect drawdowns I tried adding an entry volatility filter to a system I am playing with.&nbsp; Why?&nbsp; Because I noticed that on occassions (usually when tested on data that doesn&#039;t include the last 4.5 years of bull market, that should be a bit of a hint) my regular entry trigger was being drawn into stocks on bars with massive ATR.&nbsp; By adding a filter I managed to reduce the average DD from 23.7% to 21.4% and more importantly significantly bunch up the distribution from stdev of 7.24 down to 6.&nbsp; But my CAGR also fell from 18.35% to 17.3%, stdev was about the same.&nbsp; Hence my rubiks cube analogy....in this case it would seem that one can smooth the ride by tinkering with the entry at the likely compromise of some CAGR.ASX.G</blockquote>

[QUOTE="theasxgorilla, post: 195641, member: 6099"] It can seem this way, but I am discovering that system development is a bit like a rubiks cube, line up a few more of one color to see the side you have nearly completed go to bits. To demonstrate this and as an example of how finessing down the entry end of a system can affect drawdowns I tried adding an entry volatility filter to a system I am playing with. Why? Because I noticed that on occassions (usually when tested on data that doesn't include the last 4.5 years of bull market, that should be a bit of a hint) my regular entry trigger was being drawn into stocks on bars with massive ATR. By adding a filter I managed to reduce the average DD from 23.7% to 21.4% and more importantly significantly bunch up the distribution from stdev of 7.24 down to 6. But my CAGR also fell from 18.35% to 17.3%, stdev was about the same. Hence my rubiks cube analogy....in this case it would seem that one can smooth the ride by tinkering with the entry at the likely compromise of some CAGR. ASX.G [/QUOTE]

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