Our Second Favorite Automated Indicator

How Do I Know If Your Trading Strategies Will Perform Well Over Time: Part 2

This is a subscriber-only post. It is meant to accompany the post: How Do I Know If Your Trading Strategies Will Perform Well Over Time?, which reviews several ‘validation methods’ used to assess the performance of optimized strategies. As the post explains, we’ve decided to stay away from optimized strategies because they don’t perform well over time, …