This doesn't take away from the exercise, but I notice the model seems to "predict" the movement just after it occurs. It just lags the current price. If there

This doesn't take away from the exercise, but I notice the model seems to "predict" the movement just after it occurs. It just lags the current price. If there is no alpha in the price signal, then the rational thing to do is to just stay at the current price, which is what the algo seems to have learned to do.