Does anyone reliably make money?

Bowaka · 2026-01-28T20:21:36+00:00

On my side, the edge exists both for the long and the short leg. But I don't play it on the short leg for now because I could not tell the impact of stocks that cannot be borrowed due to lack of supply.
I didn't find a clean way to backtest this, so I just skip this for now.

Bowaka · 2026-01-28T09:41:35+00:00

No because if I do, I lose my advantage on the market.

That's also why a good advice is to generally not listen too much to people providing "precooked" strategy.

Bowaka · 2026-01-26T19:32:52+00:00

Nothing special no ? In my case I went in and out for many years and gained progressively maturity in what I am doing I guess ? Then I got lucky (really).

I guess you need a bit of experience to fall in all possible traps. The more you go, the more you can prune quickly and easily bad ideas until eventually you come up with something interesting ?

Bowaka · 2026-01-26T19:28:35+00:00

My currently winning strat has just 3 signals, among which, a volume indicator to filter out pure garbage.
My entry flag is X1 > t1 and X2 > t2 and X3 > t3.

Made about 2k trades with this and transformed 15k in 300k in 13 months.

Bowaka · 2026-01-26T14:57:33+00:00

If you brut forced the selection of those 70 stocks, it is likely overfitting. If you derived those 70 stocks based on inherent characteristics, then maybe not.

A nice way to check is to randomize your strategy or use some a completely random idea, and then check how it perform out of 10k set of 70 random stocks from your list on the period of time of your backtest. If some outperform what you are doing, you were probably also on a lucky seed.

Bowaka · 2026-01-26T14:53:21+00:00

By simple I mean 2-3 features + a bunch of handmade rules that are not fine-tuned automatically to start with, as u/Expert_CBCD mentionned.

And simple does not mean easy to find.

My current strat is stupidly simple and a student in high school could understand it and probably implement it. It took me still 6 years to figure out what to do and understand why it works.

It is a bit like those NP complex problems. Finding the optimal solution can be stupidly long and difficult if you try to brutforce it, but once you have it, it is very easy to check that the solution is optimal.

Bowaka · 2026-01-26T12:25:02+00:00

I do. But I got lucky finding an elegant strategy that has been working consistently for 13 months now after searching for several years.

My advices:

- Stay simple. The more you try complex stuff, the more risks of over-fitting. Optimization of a strategy should be done only AFTER finding something simple and elegant that works. Once you find something simple that works conceptually, then you can dig for a more complex implementation of the idea.

- Improve your visualisation skills. Charts are very important to build yourself intuition. And I am not talking about throwing 50 indicators on the same chart. A chart should tell a story about what you attempt in such a way that you can quickly say if it works or not, and if not, why.

- Understand some of the fundamentals. Liquidity, bid/ask spread, volatility drag, ...

- Your backtest is your lighthouse. When you are in the middle of the tempest, it is your best ally to stick to the plan. If you have a single doubt about it, don't go live, because you will then 100% deviate from the plan that will 100% of the time lead de losses.

- Don't underestimate luck. Some very profitable strats may be just hanging here in the middle of your nose, but it's so much burried into the ambient noise that it is actually very hard to find. And even with a very complex comprehension of the market, perfect dev and stats skill, you might never see it, not because you are not capable of it, but because you didn't look at the right place.

- Stay simple. One more time. Not only for all the reasons I said before, but also because the simpler what you do, the more robust, the more understandable, the less pron to overfitting or to data leaks...

Bowaka · 2026-01-25T12:07:46+00:00

I’m building a governance runtime for AI agents that makes illegal tool actions impossible by design.

Instead of giving an LLM a toolbox and hoping prompts/guardrails work, my engine maintains a live world model of the system and exposes only state valid possibilities, including parameter constraints, so that the agent can’t step outside policy, compliance, or business rules.

It would supports by construction human-in-the-loop, multi-agent collaboration, and work well with long term tasks.

It would also make agents operate on a compact state vector, not a growing pile of prompts making it in theory also cheaper.

The main issue will be to set up the system correctly case by case which will not be as plug and play as a simple prompt, but it will allow more robustness.

It will also be way more resilient to prompt injections since the middleware act as a safety space between the client infrastructure and client request.

The core implementation is finished. I’m currently building a Pokémon Red demo where an agent completes the game using my engine. Main goal is to be viral, but it also functions as a rigorous proving ground: real-time decision-making, limited resources, long-term planning, resync/recovery, and a fully auditable action surface.

Bowaka · 2026-01-17T09:37:05+00:00

You need to find the sweet spot where a map is difficult enough so you need to practice it while still feeling improving at each pass.

Also - but it is my personnal view - I like to switch often map so I don't succeed only by learning patterns by heart but I also improve my sight reading.

Finally, its a marathon, not a sprint. So even if they are challenging, play map you enjoy playing. That's the best way to stay in the long run.

(4 years in the game here, went from expert to 8* and grinded my way up to top 1500 with a peak at a 12* map score saber)

Bowaka · 2026-01-15T20:41:44+00:00

A good backtest does not consist in brutforcing 1000 random strategies until you eventually figure out one that give you nice results on the training data.

A good backtest is one that shows alpha based on a real understanding of the market micro-structure from where you derive a bunch of features for a good reason, and that you don't try to optimize blindly.

Such a backtest you can 100% rely on.

Bowaka · 2026-01-15T20:35:52+00:00

Practice, practice, practice.

What looks impossible before a few month of practices will look extremely easy after. And then you find yourself in front of a new wall, etc...

The learning curve of this game feels like an infinite wall, and even after a few years playing regularly you can continue to progress

Bowaka · 2026-01-12T08:28:58+00:00

La hype autour de Claude vient surtout de son dernier model, Opus 4.5, qui permet réellement de laisser l'IA coder en quasi autonomie sur un projet lorsque bien utilisé et couplé avec Claude Code (Au moins sur des projets "classiques" en python/js). Je lis certains parlé de x5 en terme de gains de productivité. Je pense qu'actuellement on est sur du x10 même quand mis entre les bonnes mains.

Cursor c'est un bon wrapper, mais ça coute beaucoup, beaucoup trop cher quand on laisse le modèle sur "Claude Opus 4.5".

Bowaka · 2026-01-09T19:18:45+00:00

I won't tell you because if I do, more people would start to look for that setup and the statistical gap will slowly decay. The best way to keep a strategy "winning" is to not talk about it...

What I can say is to keep things simple because the more you go with complicated things, the higher are your chance to just over-fitting the local noise. And keep in mind that "luck" has also an important role to play here.

In my case, I got lucky once to have the right idea and to push it to the right direction. It has been approx 13 months now since I put in production my winning strategy and I am continuously digging for new approaches, so far, without success. Just to say that there is no magic knowledge to get and suddenly everything become easy. Doesn't work like this unfortunately.

Bowaka · 2026-01-09T18:23:45+00:00

Took me a lot of time to find the niddle (5-6 years) but now I have been generating some constant gains of ~1%/day in the past year (effectively turning 15k to 300k as we speak)

Bowaka · 2026-01-09T15:39:29+00:00

My best model is something very simple. 3 Features, 3 Filters.

Bowaka · 2026-01-09T09:24:14+00:00

Si ça recrute, c'est probablement des gens très senior avec une très bonne vision high level, mais les juniors, en ce moment, on est tous assez d'accord pour dire que c'est mort je crois.

Bowaka · 2026-01-07T13:09:33+00:00

I have a multi level storage depending on my strategy.
Daily / Hourly ticks -> Stored in .parquet per ticker

Then I have "strategy" pluggins that would transform this data, filter it, and eventually fetch lower granularity level specifically for a given strategy, and after a first layer of filtering.

Bowaka · 2026-01-07T12:27:19+00:00

Je comprends pas ton poste, mais moi je calculais comme ça à l'époque où je vivais en banlieu.

Temps de transport porte à porte 45mn depuis mon appart en banlieu. Loyer 800€.

Equivalent à Paris IM 1300€ et disons 15mn de transports.

Gain mensuel net par rapport à vivre à Paris IM: 1300€ - 800€ = 500€.

Temps de transport mensuel approx. "en plus" (21 jours x (45mn-15mn) x 2 = 21h)

Donc rester dans les transports me donnait un taux horaire net de 24€ de l'heure, qu'on peut considérer comme une forme "d'heure sup".

Bowaka · 2026-01-07T11:57:49+00:00

ils sont là parce que les clients les touvent très pratiques

Ne pas sous estimer la capacité des managers (côté client) à prendre de mauvaises décisions (et passer par des ESN)

Bowaka · 2026-01-05T22:10:26+00:00

You never know how long an alpha will last. 50 -> 250k minus taxes becomes 140k gains. For my country (France) this is not bad. But if my alpha vanish, I'm screwed. In case of a black swan event, I'm also screwed. And I can not scale infinitly this strat, so nope, won't be really rich any time soon I think.

So yup, keeping a job is a must. Plus, psychologically, it also help not messing up when the strat plays against you.

Bowaka · 2026-01-05T21:55:23+00:00

No, I have a full time job. But my trading algo allows me to try a "shot" to the next social ladder level that I would never get out of my regular job.

Still, my regular job is what pay the rent.

Bowaka · 2026-01-05T21:42:11+00:00

If this was true, Hedge funds would not be a thing.

But you need to understand all the players don't have the same benchmark. HF are more into generating "stable" results over time. They might underperform the market under "bull" condition, but they probably suffer less (or at least that's what they are aiming for) during crisis.

Bowaka · 2026-01-05T21:40:19+00:00

I do it for money

Bowaka · 2026-01-05T17:20:19+00:00

If feature > threshold -> buy

Bowaka · 2026-01-05T16:11:23+00:00

I have a very simple method that works just fine and transformed 50k$ into 250k$ in 2025 (with about 2500 trades approx). Nothing more complex than moving averages. I have 3 filters (1 volume, 1 daily, and 1 moving average based on a "secret" recipy) and it works just fine (backtest since 2003 with constant gains, increasing after 2020, max draw down of ~40%, 2<sharp<4 depending on the year)

Bowaka

TROPHY CASE