How to Optimize a Long Term Trend Following Strategy

ZAC has been trading since the late 90s and hasn't made an adjustment to its strategy in that period of time. So robustness is very, very important for ZAC's systems. All our systems have very many minimal inputs. They are quite rough around the edges. And that's what makes them robust. You do have a bit of a bumpier equity curve, which is why I add other strategies to it. But probably once a year, you would want to re-optimize and see if the market hasn't changed a little bit. Markets change. A lot of people say the total strategy doesn't work anymore, but the total strategy, the breakout behind it, works