How Often Should You Re-Optimize?
Update: 2025-12-01
Description
We discuss:
- How to optimize so you have to re-optimize as little as possible
- How better columns directly translate into more robust strategies
- Hold a rule "in reserve" so you can apply it when needed without full re-optimization
- Documenting previous optimization decisions will make the next strategy better
- And much more...
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Before you go!
The next time you find yourself in a drawdown, I want you to stop what you're doing and head on over to betterbacktesting.com to sign up for my free backtesting email course.
I hope to see you there!
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