Good afternoon Jie,
Very interesting post here. I’ve been struggling to figure out an effective way to track, and indeed Quarterly is what I’ve been using to develop the EA’s but didn’t think about pulling or adding them to and from the account accordingly. Looking at it now, I can see strategies that did horrendous last Q, but are studs during current. Am I assuming correct that you will start your rotation of EA’s every month, but tracking their previous 3 months? Or looking at the FXBlue breakdowns every Q and make the decision then? You say June 1st, but doesn’t Q3 start in July?
Thanks!