> Is there some reason the study doesn't include the post-December 2017 bear market? Now, that would be a decent out of sample test, wouldn't it? Also, keep i

> Is there some reason the study doesn't include the post-December 2017 bear market? Now, that would be a decent out of sample test, wouldn't it? Also, keep in mind that at hourly resolution, with a highly autocorrelated dataset, 60% is not much better than coin toss. I would like to see if any of the methods they used would outperform just using what happened in the previous period as one's prediction.