Episode Details
Back to EpisodesStudying your backtest to harvest the gems that can improve your overall model
Published 6 years, 2 months ago
Description
This might be too "inside baseball" for some, but you can study the simulated backtest of a model and use the insights gained to go back and adjust your rules.
You can segment the winning trades from the losing trades and study both outcomes to improve your entries, bet size, and exits.
By doing so, you might be able to improve either your winning percentage or the expected value of a trade for the rules you'll follow.