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1) are we highjacking this thread?if mr Skate want to move us aside, i would understand but your post is quite worthwhile.

2)the way i see it:

It is a very personal approach so may not fit everyone.

-when designing, i ensure that down times are not catastrophic so my systems are not optimised to be stellar either

- try to have different systems running in parallel which can benefit from all situations


Look at overall system performance and potentially increase or reduce slightly the respective amount..but your losing systems will naturally be smaller and winning systems bigger..the beauty

That way you can still have long underperformance periods and sleep well.

As long as backtests match real trading for most parts, you should be able to stay invested.

As noted in my thread,one volatility US system has benn a heavy looser since inception but in other situations,it could be a stellar winner. i keep it as you would pay an insurance premium.


 other people would close all but best performing and run like that...

Gambling spirit or not?

hope it helps


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