Having Twitter/X open to free speech is like sunlight to Dracula for the current overlords of our crazy society.
It's good to have F U money isn't it?
Anyhoo...this is a trading newsletter, so let's talk about making F U money.
We'll start with an ironic trading strategy, then we'll circle around to trading Disney and Tesla.
Since we found gold using BlackRock mispricing data to predict a massive range of instruments, I figured "hey, wouldn't it be ironic if we could use BlackRock mispricing data to predict BlackRock's stock?"
I pulled up a template, entered a few symbols, and pressed Start.
The Boss is even faster now, so I had results in about 15 minutes.
Unfortunately, no dice.
No edge.
You can tell at a glance. The brown line and orange lines are far apart. That means the test has failed and is over-fitting to the past. So you throw it out. Simple as that.
Would you rather have a beautiful backtest or make money?
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