Reply To: Help required with Reactor settings

Hi Steve,

First point is that you can never be 100% sure that a generated strategy hasn’t been over optimized or will perform well in the future really. Robustness testing will certainly reduce this likelihood and I wouldn’t be trading a strategy that didn’t pass this filter.

It sounds like you are generating a collection using the reactor and then adding them all to the portfolio and then checking OOS and not getting a profitable single asset portfolio? This isn’t too surprising really

I would be putting together a multi asset portfolio rather than a single asset portfolio.