4 ms·
They tested six different strategies and only two-three of the strategies returned profit on this year. Even the ones that turned out profitable were only profi
by kolinko 3y ago
They tested six different strategies and only two-three of the strategies returned profit on this year. Even the ones that turned out profitable were only profitable within the first half of the year and provided no return during the second half of the year.
Seems similar to p-hacking.
- adsgnauionio 3y agoLet's imagine that they started by investing equally in each of their seven strategies. Three of them lost money, but the other four made colossal returns. Eyeballing the chart, this combined strategy would have made at least 12/7 times returns, which is a 71% increase in a period when the market as a whole lost 12%. The results are implausibly good, period.