The strategy you abandon has a return of zero
On paper, the optimal strategy is the one with the best risk-adjusted return. In practice, the optimal strategy is the best one you will actually execute, consistently, when you are bored, tired or down. A brilliant system you quit after a rough month underperforms a modest one you run for years. Designing for adherence is not a compromise — it is the whole game.
Match the strategy to your real life
Be honest about three constraints before you choose an approach. How much time can you give it each week, realistically? How much volatility can you sit through without interfering? And how complex a process will you still follow when motivation fades? A simple plan you run faithfully beats a sophisticated one you execute half the time and second-guess the rest.
Write it down and make it mechanical
A strategy that lives only in your head will quietly drift, especially under stress. Write the rules explicitly: what qualifies as an opportunity, how much you stake, what your maximum drawdown is, and the conditions under which you are allowed to change anything. The more of the process you can make mechanical, the less it depends on willpower on a bad day.
Review on a schedule, not on emotion
Improvement matters, but it has to happen on calm, scheduled terms — say, every few hundred decisions — not reactively in the middle of a losing streak. Separate the act of running the strategy from the act of evaluating it. That boundary is what lets you improve a system over time without blowing it up the first week it disappoints you.