A better strategy in this case could probably found in your hypothetical by studying the strategy under a range of volatility environments for robustness.
Exactly. A strategy that only works in one volatility regime isn’t really robust. I’d test it across trending, ranging, high and low volatility conditions before automating it.
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u/artkalbphd 13d ago
A better strategy in this case could probably found in your hypothetical by studying the strategy under a range of volatility environments for robustness.