Drawdowns are a feature of active participation in markets, not a bug.



Trying too hard to avoid or decrease them, without any solid fundamental reason for it, will only hurt results long-term.

I am very concerned of any improvement, that is not sizing related, that decreases drawdown. Any feature added, is a complexity that we're adding. Any complexity that is added, increases the risk of an overfit.

Markets are way too dynamic for us to be able to set a parameter and assume that the signal we get from that parameter will remain stable across time. This is something most _atic traders don't understand.

A trading _ is not a soup that you add more ingredients to make it taste better. Adding more ingredients here just means that some you exponentially increase the risk that one of those ingredients is sour or that it will eventually become sour.
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