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How to Overcome Overoptimization and Build a Great Strategy
There's a mixture of two things really. So if you imagine an equity curve of a strategy, some of them would continue working and they'd continue moving up to that right-hand sidereally nicely. But the time you've included costs you're not making any money with them hardly. Those ones I would cut that just weren't at a high enough average trade. And then there's the other side of things where the equity curve just started to take a dip, and they just stopped working. It was mostly because they were over-optimized or I just hadn't quite gone through the process correctly. That's our biggest challenge is not over-optimizing, but building something that's