Is there a way that you can test this? i.e. modify the strategy dependant on month - Jan/Feb with a widened stop etc, changing to a tighter stop into Mar/Apr etc equity curve vs an unchanged strategy through Jan/Feb/Mar.sa7med wrote: ↑Mon Jul 02, 2018 7:02 pmAt the moment, the only thing I can think of that could explain is that there's a marked increase in volatility on average post-feb - so therefore "false breakouts" and stop losses getting triggered more often - though I'm saying this with very little confidence
I make great efforts to build aspects like that in my spreadsheets. It might not be entirely accurate from an automation standpoint, but will highlight biases/knowledge if the equity curves vary (at least that's what I tell myself )