Spent weeks improving my algo’s win rate. Live trading showed the real issue was position sizing.

Summary

• Author describes a common pitfall in algo development: focusing on entry signals and win rate while neglecting the impact of position sizing, especially during loss streaks.
• Author's thesis is that robustness testing must include simulating clustered losses to properly size positions, rather than relying solely on average win rate or backtest equity curves.
• Quality assessment: Practical insight based on live trading experience, not formal research or data-driven DD.