As soon as I see numbers like 93 it instantly gets me worried that it is totally curve fitted.
But surely there must always be some optimal number, no? where optimal does not necessarily mean highest profit, could be lowest drawdown or %win or whatever helps you sleep at night.
I don’t think there’s a good ‘theoretical’ reason for it not to be 93 or 71 or 57, esp in a 10 year backtest with WF and all the rest. Or is there?
