At what point is optimizing a strategy become too much, and you are just curve fitting? I have an automated strategy that I wrote that performs pretty well (profitable 76% of the time, 3.24 profit factor). I've been using it for a while, but the optimal values change as time goes on. For instance, if I optimize over the past 3 months, I get one set of ideal settings, but if I optimize over the past month, I get slightly better results from different settings. Just wanted to hear what others are doing and where you draw the line. Thank you.