@CavaliereVerde watch this automatic message, that I have received when I am trying to answer you...
But as you are asking me directly, I will try to answer you:
I don't know. Without somebody explaining its strategy, it is difficult for me express a fair and honest opinion.
Only I can share what I see in a 15 minutes analysis, and why the darwin has that good d-score.
Firstly, I am going to compare today with the date with less d-score since the darwin has 10 experience.
The main difference is the Pf. I only can extract for this that the Pf has improved. I need to deep more.
The other "edge IA", the timing, is very similar in the table, but not in the past, Os and Cs have improved from the beginning.
Now, I analyse the "defensive IA's", and here call my attention 3 IA's La, R- and Cp
The Cp shows that something changed in the strategy at the beginning of 2016.
La is falling from the beggining.
And if we see the trading journal, we can see that something changed since half of 2016, changing from 1 trade per position to several trades per position in the same asset.
if we see the La chart, we see long bars negatives (january 17) and positives in the last period caused by high d-leverage....
The R- have improved from january 2016
Everything drives in the same direction, but without the explanation of the provider, i don't want to judge anybody, because sometimes when you mix systems, it could seem something that it is not.
I know that you always value the Rs, to avoid these things... and if you are asking me if it is possible to fool the algo, I would answer, that everything is posible if you get to maintain the average of d-leverage and exposition estable in the period of calculation of the var... knowing when you can leverage or not...
Last month something has changed, watching the trading journal and the max excursion per trade chart, but if it is another system, it would not have the enough statistical significance though the darwin has 10 experience....