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#67022

You can’t know the change of the market phases in advance, only in hindsight you can tell that there was a change – and would have needed other parameters.

Maybe you can distinguish market phases on a very long-term basis (years), and differentiate between bull and bear markets that need different strategies and parameters.

But when you need to re-optimize parameters regularly after a few months, it means that the system is not “robust”, as Nicolas would call it.

In a way, you need to look for stable mediocrity that works well over longer times, instead of contantly re-optimizing systems to get super-stellar results for the last period, and then nothing with these parameters in the next period.

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