How often should a trading strategy trade?

As rarely as its edge allows. Every trade pays the spread and risks slippage, so turnover is a cost you must out-earn: a strategy trading 150 times a year needs a real per-trade edge, while a regime filter trading four times a year barely notices costs. High frequency also shrinks your margin for execution error and makes backtest optimism (perfect fills) more distorting. In our template library, trade counts over 5.5 years range from 2 (golden cross on some ETFs) to 200+ (RSI-2 snapback) — and the high-turnover templates are exactly the ones whose live results will diverge most from backtests. When two strategies test similarly, deploy the lazier one.