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>spend thousands of hours developing my strategy >it successful

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Thread replies: 14
Thread images: 7

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>spend thousands of hours developing my strategy
>it successful predicts the direction of the market for 30 and 90 day time frames 92% of the time
>adjust the trade signal by just 1 day
>everything collapses and my algorithm fails
>>
Do you know what data dredging is? What were the results of your strategy in out-of-sample backtesting? Oh, you probably didn't bother with that.
>>
you cannot predict the market, when will you retards learn

time in market > timing the market
>>
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>>1980455
Just have exposure last and first 3 days of the month, that's where the returns are.
>>
>>1980709
>shows random graph outperforming another random graph

Which index or stock is that?
>>
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>>1980843
>Which index or stock is that?

USA, but works in most G-10 countries as well.
>>
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>>1980843
>shows random graph outperforming another random graph

Shows the bulk of returns come in the last and first 3 days of the month by graphing them vs returns of all other days, thought it was pretty clear.
>>
>>1980709
What exactly does this mean?
Buy SPY 3 days before the end of the month and sell three days after?
>>
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>>1981533
>What exactly does this mean?

To be clear were talking business days with open market. The last trading day of the month is considered the turn of the month “T”. You would be in 3 business days before, the last trading day of the month and 3 business days after. You would be in a total of 7 business days a month.
>>
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>>1980709
>>1981431
>>1981454

Yeahhh right....OK...

First off, these models don't take into consideration of broker fees and taxes due to frequent trading.

Second, this is just optimization going on here to fit their model and hypothesis. Its not necessarily going to be successful in the long run.

Third, there seems to be an obvious case of selection bias going here trying to make buy and hold look bad because the S&P500 returned over 35,000% between 1926 - 2016 with dividends reinvested AND after inflation.

Fourth, it uses complicated terminology to make it sound smart. I seriously doubt the author has consistently beaten the market.

Fifth, those that do beat the market consistently for decades never EVER reveal their edge.
>>
>>1981759
And why does this work?
There isn't even any significant drawdown.
What the fuck
>>
>>1980455

Oh look, it's this faggot again, with the same bait thread again.
>>
>>1980512
Alternative investments > the market

I can buy new machines for my business and increase productivity, effectively generating more income than le Standard&Cuck500. Really feel sorry for the wagies who haven't swallowed the /biz/pill yet.
>>
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>>1981771
>>1981763
>And why does this work?

Because it takes 3 days for a stock trade to settle before you can withdraw funds and lots of pensions have to sell stock to make lots of monthly payouts and some large mutual funds sell to pay monthly dividends.

>There isn't even any significant drawdown.

The chart is only relative performance. If market went down every day but less so T-3 to T+3 that chart would trend up even though if you had traded that period you would have lost money.

>Its not necessarily going to be successful in the long run.

As long as pensions and mutual funds have to make monthly payouts should hold up.
Thread posts: 14
Thread images: 7


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