I've only had NT for about 3 months now. I've dabbled with strategies and just recently started exploring their optimizer.
I'm curious how long an algo typically produces positive results? Any reasonable measure of success I see with back testing doesn't typically sustain for more than a few months. Short of AI and continuous adaptation, can an algo work long term?
It is remarkable how many things I've tried, once tweaked, can profit barely enough to pay commissions and have a nice meal out every month. Any further tweaking and the profit curve starts going back down. I mean, 75% is a common win percentage I see, but profit is somewhat inversely proportional (if not parabolic) to that.
The numbers just feel like all the profit is arbitraged out. I'd love to hear your thoughts on this.