You need to remember that we already had a big correction in 2015, bigger than the current one (30% down from the top in DAX), and the pathfinder backtest performed well (i.e., was well optimized) for this period.
Isn’t above the point though? If we optimise over a big correction period then the System looks great as the optimiser works out variable values that give us a good profit over that big correction period (I haven’t seen the equity curve).
Moving forward with that System through another similar non-optimised correction period (similar but not the same!) then trades may not perform anywhere near as good and so losses mount??
