Can you guys tell me what your experience has been in designing systems that are less dependent on precise parameters, i.e. avoiding curve fitting so that the in-sample performance predicts out-of-sample results? I have been optimizing based on Ulcer Performance Index or Net Profit, but I'm not entirely satisfied with the results of either of those. I also tried Sharpe Ratio and K Ratio, but those seem to be worse than UPI. Any thoughts?