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Excuse me for sounding a bit cynical, but if you study 1400 distinct strategies on volatile assets such as crypto, some are bound to do well, but that does not
by Bostonian 5y ago
Excuse me for sounding a bit cynical, but if you study 1400 distinct strategies on volatile assets such as crypto, some are bound to do well, but that does not mean they will do well going forward. If you created a real money portfolio invested in the strategies you think are best and tracked its performance, and it did well, that would be more convincing.
- herve76 5y agoThat's the reason, the platform offers different time interval for our ranking.
- Bostonian 5y agoOK, but what time interval do you think should be used in selecting strategies? If it is one year, then I suggest a real-time experiment where once a month, the top N strategies over the last year are identified and traded for a month. It would be interesting to see how this did in real time.
- herve76 5y agoYes I agree, it will be interesting to do this. I have been personally running the BVA strat for the past year and I can say my PnL portfolio is around 93% since. https://bitcoinvsalts.com/strat/466 https://bitcoinvsalts.com/strat/466