Please provide feedback on the following method of making a system's parameter "adapt" to the most recent market behavior. Is this curve fitting? Is this a bad way to do it? Am I in danger of some kind of trading system purgatory for doing things this way? By the way, it has led to better overall results and a smoother equity curve (more consistency) in forward testing over the past couple of weeks which is my main goal. I have an input that I change by +/- 25 each day that is the length used in an indicator. Here is the way I determine whether to increase, decrease or keep the value the same: I run an optimization of the past day, and take note of the Length that would have given the largest $ profit. Let's say the old value was 150, and the optimized value is 275 (in the optimization I use minimum increments of 25). I would then add 25 to the next day's value, so tomorrow I would use 175 as my Length. If the optimized value is the same as the old value, then the Length stays the same. If the optimized value is less than the length, then I subtract 25 from the old value and use that for the next day's value. What do you think about this method?