Questions that keep optimization honest
These filters help distinguish productively refining a strategy from merely rescuing it.
- Do not optimize to erase normal drawdown.
- Do not compare strategies that operate under different capital realities.
- Do not keep a bot alive just because the dashboard is interesting.
Metrics to watch weekly
- Expectancy and trade quality trend.
- Drawdown duration relative to plan.
- Exposure concentration by symbol or strategy family.
Signs you should not optimize yet
- You cannot explain what specifically changed in behavior.
- The review is driven only by recent pain or recent euphoria.
- The proposed adjustment rewrites the thesis instead of refining it.
Strong review outcomes
- Leave the strategy unchanged and keep monitoring.
- Tighten capital rules without altering the signal logic.
- Retire the bot because the thesis no longer earns desk space.