I would like to know what forum members think about the value of optimizing strategies. For example, trying different numbers for price sales ratio, EPS growth percentage, ROE etc. in any strategy until we get better risk adjusted returns. I know some may consider optimization as nothing but curve-fitting. Is anyone using optimization of their strategies in real life and getting better returns as a result? It would also be nice to mechanize the optimization process in the software wherein the system tries different numbers out of a range of numbers specified by the user for different parameters and recommends the best system based on different outcomes for a given time period. Thanks.