Hello Everyone,

I’m trying to define a Longevity Index for EAs generated with EA Studio, based on how long strategies remain in a “top band” according to your selection criteria, filters, or KPIs once they are promoted to live trading.

The idea is not to change the selection rules, but to better understand persistence and durability after promotion.

Has anyone here worked on something similar?

A few practical questions:
    1.    Do you track how long an EA keeps meeting your “good” criteria after going live?
    2.    Do you see a real difference in longevity between stronger entries and more borderline ones?
    3.    Do you evaluate this with fixed horizons like 1 month, 3 months, 6 months, etc.?
    4.    How do you treat EAs that drop below the threshold and later recover?
    5.    If you already measure this, what is your typical expectation in terms of months?

I’d be interested in practical experience, constructive exchange, proven best practices…not only theory.

Happy Easter everyone — and thanks in advance for any insights.

Vincenzo