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I'm wondering about methods for determining when a system no longer
works. I've read people suggesting you should ride a system until it
stops working, then jump onto another system that's currently working
- and focus less on long term historical performance (I'm not
advocating this).
What methods are there for determing is a system is working -
obviously if there's a really smooth equity curve, you can look for
deviation form that curve. But I wonder if you might have to give back
your gains before this becomes obvious, in the real world.
Are there other methods to consider?
All conributiosn appreciated,
Rich
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