What strategy improvement really means
Improving a strategy is not about:- maximizing backtest returns
- chasing the best parameter set
- reacting to every bad drawdown
- improving robustness
- aligning behavior with intent
- reducing unnecessary risk
- making outcomes more consistent
Good iteration is conservative, not aggressive.
The iteration mindset
Every change should answer one question:What problem am I trying to fix?
A safe iteration loop
1
Start from a stable baseline
Keep a version you trust as a reference.
2
Change one thing at a time
Multiple changes destroy traceability.
3
Re-evaluate behavior, not just metrics
Check trades, exposure, and drawdowns first.
4
Test across ranges
Ensure improvements are not regime-specific.