Hi,

i do not a have fixed number of months to re-optimize. It depends on the outcome of WFA analysis but sometimes can be difficult to choose the right period for some (less performance) systems.

E.g

1) 3 repetitions WFA (70/30) generates better Gain & G/L ratio but 2 of 3 WFA generates less than 50%.

2) 1 repetition WFA (70/30) generates  less Gain & G/L ratio but the WFA generates more than 50%

Both equity curve looks similar. In your opinion, Which period do you think is more reliable ?

Br