So I've got this bot that long term runs at a fairly low ROT, let's say 3% and has a fair degree of volatility... it's been running for over a year.
Then one week it hits a 'lucky streak' and returns 20% ROT ... it's seen winning steaks before but nothing as big as this.
This is good news indeed, but in the back of my mind I can't help thinking it's an opportunity too. Surely, since the expected ROT is only 3% there a good chance that in the short/medium term future an inevitable losing streak/correction is 'due'. Previous peaks in the pnl have indeed been followed by troughs.
Ought I lower the stakes for a while and up them again later??
Clearly not, but it is tempting!