Losing run - How long until you stick it out?

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Just wondering what peoples thoughts are on getting rid of some strategies. I had 2 or 3 profitable strategies and was overall at about 12% ROI. The last few weeks have seen a dip and they are on a very poor run.

Before the bad run they were fully tested with about 3 months of data. How long do I leave it before I cut them off and start again with something new?

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Thanks guys,

I’ll give it a few weeks and see if they get back on track.

Martin

@james-baker could be the World Cup effect, or just that they don't perform well in Dec-Jan colder months. I wouldn't throw the baby out with the bathwater, or at least if you do, can you share them here first

Greg Mitchell

I have been testing all my strategies for the first 50 selections, if the ROI is of a sufficient value after that I will start doing it properly but review every 50 selections.

This takes some will power sometimes and my worst mistakes have been reviewing and amending pretty much on a daily basis, gotta give them a chance, even when they are losing.

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Thanks Keith!

Keith Driscoll

@james-baker Depends on whether it has happened in the past. Go through the historic data. Check by month. If the current run is an outlier, then I'd put it in the 'watch' rather than 'live' folder.