I have this strategy I developed about a year ago, and it has been live for 10 1/2 months now, with quite a nice equity curve.
Now I want to size up, and I wonder whether I should just copy my strategy with more contracts, or if I should do a variation of it. My first thought was the latter case, but now I’m thinking perhaps that’s a bad idea, since I haven’t tested that variation live first.
I don’t want to stop my current strategy though (since it has been running basically without any stops), but will definitely add a size management code in the next one.
The problem is that I don’t know if I should add the next strategy exactly as the one that is running, or if I should make a subtle variation, mainly for spreading the risk.
So the question is; slightly spread the risk or just size up exactly the same strategy by creating a new copy of it (with size management code)?