Strategy Central

[capt_jmj]

MVP, we are not quite yet to that advanced a stage, still trying to work out the major issues with overall rule changes instead of trying to address each negative occurence on an exception basis, although that may ultimately be what we need to do. The concern is, will that exact set of circumstances ever occur again, and if you do "fix" it, are you precluding some other beneficial effect later on? In so many of our back test cases, we have found that to be true, and overall returns suffer. However, if you can surgically target the bad trade well enough, it would be beneficial. Eliminating just a few bad trades can make a huge difference over time, all other things being equal.