The point about recency bias in strategy evaluation hits home. I've caught myself wanting to abandon systems after a rough month, even when the drawdown is well within historical norms. Curious if you've seen research on optimal "cooling off" periods before evaluating whether a strategy has actually degraded vs just hitting a bad patch?
The point about recency bias in strategy evaluation hits home. I've caught myself wanting to abandon systems after a rough month, even when the drawdown is well within historical norms. Curious if you've seen research on optimal "cooling off" periods before evaluating whether a strategy has actually degraded vs just hitting a bad patch?
It's all about experience. There is no well-established process. More like a feeling that something is wrong with the underlying premise.