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_ is an example for homology and similarity tool... | Filo
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Daniel Jeong on Instagram: "Not financial advice. Here are my backtest results (all net of costs, 3 yr rolling walk forward out of sample with purged and embargoed tuning, and t+1 execution): 2020: 12.16% CAGR, 13.17% Max DD, 1.09 Sharpe, 4205 trades 2021: 16.33% CAGR, 9.17% Max DD, 1.39 Sharpe, 3329 trades 2022: 13.02% CAGR, 8.99% Max DD, 1.35 Sharpe, 3449 trades 2023: 14.22% CAGR, 8.79% Max DD, 1.42 Sharpe, 3161 trades 2024: 11.45% CAGR, 9.64% Max DD, 1.27 Sharpe, 3798 trades Research preview
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