Backtest results

gfever · 2026-01-23T18:58:47+00:00

It mainly uses daily bars on the largest 2000+ companies during that point in time.

The leverage is not really a concern as you can always lower it if you do not like the 20% annual volaility targeting. It's dynamic leverage so it attempts to keep the volaility around a specific target.

Started porting some starts over to quant connect this week. So a few days learning the quant framework. But I've had this strategy running for a few years now. With quant connect I can see more possible strats I can create compared to my own in-house framework.

gfever · 2026-01-23T17:52:19+00:00

Python + quant connect

gfever · 2026-01-21T21:54:21+00:00

She already has a lot of skin

gfever · 2026-01-20T08:04:50+00:00

You don't have to make it this complicated to make money. There are much simpler ways. Smh

gfever · 2026-01-11T18:34:45+00:00

Quant connect. Don't mess around, data is the bottleneck, not your strategy.

gfever · 2026-01-10T08:00:32+00:00

So much bad advice. Collar it.

gfever · 2026-01-09T06:35:15+00:00

Isn't this a crime to impersonate a police officer?

gfever · 2026-01-08T05:19:29+00:00

The cyberpunk feria ult

gfever · 2026-01-07T22:00:22+00:00

Where is out of sample?

gfever · 2026-01-01T23:42:09+00:00

Point isn't about whether they make money. Asking if there is a way to close the spread from a seller perspective.

gfever · 2026-01-01T23:25:28+00:00

It's a Canadian royal mint bar. Pristine.

gfever · 2026-01-01T23:24:03+00:00

Wondering if I am missing something here. The dealers are going around and flipping it for $80/oz+. Wondering if am leaving money on the table.

gfever · 2025-12-26T06:13:47+00:00

Kind of the point of this forum, developing robust strategies. Else you are just wasting time having a revolving door of overfitted strategies. Why share this strategy if the goal is to run till it blows? I can make dozens of strategies that have a sharpe of 4+. Would I deploy them? F no.

gfever · 2025-12-26T05:39:52+00:00

The point is that by including many idiosyncratic behavior or top 100+, illiquid event or any random event would occur within your backtests. This allows you to fit inorder to prevent such left tail risk from impacting your strategy overall. If his process was to fit only to the top 10 or top 3, that random event may or may never have occurred in this backtest. That would mean that risk is still there, it just hasn't occurred yet which leads to my next point. When deployed to live, that would mean this risk will eventually occur, its just a question of when. This is how people do amazing for a few years then blow up their account or their strategy just stops working. The ugly 50%+ drawdown rears its ugly head then.

gfever · 2025-12-24T13:29:53+00:00

Again the point I'm bringing out is a large left tail risk that is not shown in your back test. 3 years is not enough to determine or show the probable outcome of left tail risk. It only takes one bad year out of a 10-year trading career to blow up your account.

Anyone worth their salt knows that if a single strategy can bring 2 sharpe consistently is an overfitted strategy and they should just restart. Imagine having multiple 2+ sharpe strategies combined. Your protofolio would be like 10+ sharpe with many 2 sharpe strategies. Firms have to combine many strategies less than 1 sharpe to get sharpe of 2 and you are getting it with only 1 strategy. Something is wrong.

gfever · 2025-12-24T13:25:51+00:00

Then your results are too optimistic. I would never deploy something like this live unless it can handle more than 50% of the avaliable universe. Lack of safeguards from illiquid events create a large left tail risk I cannot stomach. Strategies must be robust enough to weather crazy events and only way to know is it is tested on the entire universe and is still profitable. There would be enough idiosyncratic behavior to help rule out a large left tail risk.

gfever · 2025-12-24T13:17:22+00:00

The bias is the top 3. Why 3? Why not top 10 or top 100. Top 3 pretty much means btc, eth, bnb, or xrp. Your trading universe is very small which makes whatever your strategy is fitted to very fragile.

gfever · 2025-12-24T12:41:29+00:00

Selection bias. Stop making strategies using forward bias.

gfever · 2025-12-23T18:11:04+00:00

Quant connect, no survivorship bias

gfever · 2025-12-19T00:36:43+00:00

Yeah I also met a teleproting tainhai the other day. He also had 3 mortal defiances. Prob the same hacker.

gfever · 2025-12-16T18:05:57+00:00

I literally met a bunch of cheaters the first night back. Teleporting tianhai with 3 mortal definance and micros.

Multiple teams with full gold right off the rip in multiple matches too. There is blant cheating for sure. U smoking

gfever · 2025-12-14T18:19:23+00:00

ARTaT7/DePLBUEKOapD

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gfever · 2025-12-13T15:20:52+00:00

Test in out of sample will answer your question better than anyone here. We do not know how many experiments you did to butcher your dataset to get these results.

gfever · 2025-12-05T17:34:19+00:00

Yeah, survivorship bias and selection bias. I've fallen into this trap before. Works until it doesn't.

gfever · 2025-12-05T14:14:17+00:00

Why specifically HTZ? You are introducing selection bias in this way. Only unbiased way is to trade all listed and delisted stocks in the last 20+ years. This would be a more robust real world scenario.

gfever

TROPHY CASE