Might it even make more sense to always choose the best fit for the curve you’re in, rather than a compromise that fits any?
I have done this as a trial on several Systems and they do seem to whoosh away into good profits quicker than Systems optimised over 100k+ bars.
BUT above is conjencture because I cannot point to / provide a full set of results for the same System on Forward Test (FT) after optimising over 10K bars and another version (same System) over 100K bars.
I have done FT on 2 Versions (10K and 100K opti) and it has left me with the impression stated in my first paragraph.
We would need to ensure we re-optimise at the 10K bars point until 100K bars have passed and then compare results of the 2 Versions (10K and 100K opti).
