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>tfw your strategy beats the market 87% of the time with a

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Thread images: 4

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>tfw your strategy beats the market 87% of the time with a CAGR of 14% over 67 years with the largest loss ever being just -9%

S&P500 /biz/raeli strategy
CAGR 14%
Sharpe Ratio 1.07
Max Drawdown -9%
Up years 87%
Down Years 13%

S&P500 Buy and Hold
CAGR 7.6%
Sharpe Ratio 0.46
Max Drawdown -38%
Up years 73%
Down Years 27%


I-If I set up a low cost mutual fund specifically for /biz/raelis, w-would a-anyone be interested in i-i-investing?
>>
sounds good I'd be in for just 10k then I'll see how it does for a year.
>>
>>1946677
Are you running it on the data you trained it on?
>>
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No
even by the 1960's people knew you could develop any number of backtested strategies that beat the market previously but would then go on to lose to the market in the future

it's literally the same thing as picking a stock that went to the moon, decades after it happened
>>
>>1946677
aaahhh, there we have it: the daily datamining thread

one word: out of sample prognosis
>>
>>1946677
>survivorship bias
The only stocks in your backtest are the ones that didn't fail and still exist.
>>
Sure, if there's a low minimum investment ($100)
>>
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>>1946691
>>1946692
>>1946704

FUCK you guys are right. After taking into account for brokerage fees incurred due to frequent trading, my strategy underperforms the market by a huge margin and effectively loses money in the long run.

GOD DAMN YOU EFFICIENT MARKET FUCKHEADS. GOD FUCKING DAMN YOU!!!!!! REEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEEE
>>
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>>1946811
I think you are just trying to keep this a secret
>>
>>1946677
kid I have a CAGR 44% per anno trailing 10 years, beating the market ain't that hard
>>
i put everything in amazon in 2009 and laughing my ass off ever since

beating the market is easy, took me 5 mins
>>
>>1946704
>The only stocks in your backtest are the ones that didn't fail and still exist.
Is this true? You'd think that any historical stock data would also include failed stocks.
Thread posts: 12
Thread images: 4


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