My CL system is running live from an SVM resuits. What I did for the KC system, was take the trades from Collective 2 arabica system Throw Massive silicon power on it, select the best models that resembles the strategy output. then use those as my initial population, then run SVM + GP on it again with the 6 years period back test and then select the best models with the simplest parameters.
This Is an example of an overfit system with over 15 parameters. It's for the CL, with 16000+ trades in 6 years.
Do you get any slippage between the live SR you get on your CL model and the SR you had on your backtest ? How many models did you test on your KC models ? I don't if 10 models with one parameters is as much overfitting as 1 model with 10 parameters. But it looks similar because you have 10 free parameters. I ll try to do some work on it and publish it.
the cl system im using limit orders. not the above posted ec. on the kc system the system evaluated about 2 million price to price models in total.