This is wild….The testing covered 30 different liquid assets (including ETFs like the S&P 500 and NASDAQ, sector ETFs, commodities like gold and oil, cryptocurrencies such as Bitcoin and Ethereum, and large-cap stocks like Apple and Nvidia) over a 15-year historical period. The focus was exclusively on daily bars, excluding intraday, futures, or options data.
While the strategies and filters are not so great, the methodology was the real deal. Agentic AI does some heavy lifting in this video. Incredible.