There is another factor that I am not controlling very carefully - the fraction of strategies that is eliminated in each generation. What I am currently doing is just taking the midpoint between the highest score and the lowest score. The strategies that score below the midpoint are eliminated. Sometimes that might eliminated 40% of the strategies, sometimes 60%. I need to control that fraction more carefully, and to investigate how the pattern of evolution varies and the fraction changes.
Wednesday: New Home Sales
3 hours ago