I'd like to share this información, because that It could be useful, and It could be good to understand what I meant un last posts
If you are able to understand spanish, this podcast is very interesting to know how Darwinex has calibrated the IA's and their weight in d-score, optimizing it with backtesting and demostrating the correlation between dscore and good returns.
Los atributos invertibles que Darwinex asigna a cada darwin, también están evaluados. Javier Colón, CEO de Darwinex, nos explica cómo se asigna esa nota.
The calibration of weights of dscore has been made updating and rebalancing portfolios EVERYDAY with the darwins that have more than a determined dscore. They say that happens that when the Minimum d-score grows the return grows. The d-score 66/67 is when the portfolio starts to win.
They say that they were investing with this idea of daily filtering, but with others techniques to improve the returns that they explained in other chapter: daily maximum stop loss, or sell after the darwin have a very good season...
I agree with this dscore and it is a very good job, but have been focused to trade darwins in the short term because It is calibrated for this, and we can see on its current volatility.
With the API, I think that everything Will be easier to test and trade, but we can't change the calibration of IA'S only the weights of your own d-score. In the same podcast, they say that they would like yo share the possibility of calibrating every IA with your own chosen time frame...
Obviously It would be crazy, but why not to have only other higher time frame of d-score as every indicator. I think that It would be useful to play with the 2 time frames to let more or less space for example to the SL.