morehastelessspeed
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I do agree, in general, the smaller the timeframe, the more randomness.I think the result of one week and even one month is mostly random.
Stock portfolios are rebalanced with a min frequency of one quarter.
The less you change the more you gain.
Nevertheless, if the Darwin is trading on a low time frame, doing it very often, with really small Max Drawdown, and high stability, even just a month can already be quite telling...
This one, for instance, has been tightening its risk to the point of extinguising its returns: