#我的策略演变 records the evolution of trading strategies, allowing for a review of growth and helping to avoid repeated pitfalls. Below are common stages of strategy evolution and possible turning points for reference:

Initial Stage: "Utilitarianism" Stage

• Characteristics: Reliance on others' strategies (such as online 'master trading methods' or 'indicator combinations'), lack of independent judgment, mechanical execution.

• Common Issues: Lack of understanding of strategy logic, inability to adjust when encountering market changes (such as trend reversals or sudden increases in volatility), easily dismissing a strategy due to a single failure.

• Trigger Point for Evolution: Realization after consecutive losses that "others' strategies ≠ suitable for oneself," beginning to question "why is this strategy effective? What market environment is it suitable for?"

Mid Stage: "Trial and Error Optimization" Stage

• Characteristics: Decomposing strategies based on initial experiences, retaining core logic (such as trend following and mean reversion), trying to replace indicators and adjust parameters (such as stop-loss ratios and holding periods).

• Key Actions:

◦ Distinguish between the strategy's "necessary conditions" (such as core signals for trend establishment) and "optional conditions" (such as secondary indicators for auxiliary filtering).

◦ Incorporate personalized elements, such as adjusting positions based on individual risk preferences (conservatives reduce leverage, aggressives set stricter stop-losses).

• Common Misconception: Over-optimizing parameters (such as fine-tuning to fit historical data to form a 'perfect curve'), resulting in poor adaptability in live trading.

Mature Stage: "System Adaptation" Stage

• Characteristics: Formation of a complete trading system that includes four major modules: entry, exit, risk control, and capital management, with a clear definition of "what not to do" (such as defining market types where the strategy fails and actively avoiding them).

• Core Shift:

◦ Shifting from "pursuing win rates" to "pursuing profit-loss ratios," accepting the norm of "small losses, large gains."

◦ Matching strategies with personal conditions, for example, short-term strategies require high-frequency monitoring, if time is limited, shifting to swing strategies.

• Sign: When facing losses, being able to quickly pinpoint whether it is "normal fluctuations of the strategy" or "system vulnerabilities," rather than emotionally dismissing it.

Advanced Stage: "Dynamic Balance" Stage

• Characteristics: No longer limited to a single strategy, but rather adapting according to market cycles.