Hi Arthur, I wonder if you think it makes sense to vary the time horizon vs keeping a fixed time…
Mario Ynocente Castro
41

Hi Mario,

This is an interesting idea. I haven’t attempted this myself, but if you were to choose an array of different time horizons (all within a reasonable range) and vary which are used for different trajectories, I would imagine it could provide a more robust signal. I’d encourage you to experiment with it!