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I do sort of diagonals, in various combinations, mainly for directional investing

Seems like a simple way to generate clickviews

or sell some ditm call and catch some premium along the way Its already > 106

What you are actually measering is robustness of your parameters. In general, a method is more reliable when 1) only a small set of variables are used and 2) the parameters of your variables do work at a range of parameters. Whats more important for sample size is coverage of all market...

It is an interesting chart, but returns alone are meaningles. Better to compare sharpe ratio’s for example. Did some googling but could not find a chart