Optimizing strategies

Alon D  

Has there been any study about the best strategies to optimize?

Right now I'm asking myself if it's best to test over a long period of time (a few months) or to re-test once a day over a short period of a couple of weeks.

Testing over a short period will give the most profit per day, but the question is if it's practical to assume that a specific day will usually look like the past week or two.