SR
Spire Inc.
stock NYSE

Lol as if the reputation wasn’t bad enough after mt gox and SR shut down

the 3.07 sharpe is the first number to throw out.
annualize a sharpe off \~3 months and the t-stat is roughly SR × √years ≈ 3.07 × √0.25 ≈ 1.5. you can't reject sharpe = 0 at that sample, and that's before accounting for the whole window being one autocorrelated trend, which only makes it worse. the 5.83 sortino is the same story. they read like edge, they're just a short sample of something that went up.
>
it hasn't never shorted. so "it parsed the right signals" and "it's hardwired to buy tech and size up" produce the identical curve here. the system never had to be right about a down move, so you have zero evidence it can be.
and it's not diversified across 100 tickers, it's basically one trade. AMD is \~$70k of your $108k net long, two thirds of the risk in a single semi name, with INTC and FCX as most of the rest. curve's flat march through may then vertical in june. that's not three months of compounding edge, it's one \~4 week semis rip you happened to be concentrated and long into.
you can't run OOS, fine. you can still run the cheap benchmark: levered QQQ, or honestly just AMD, over your exact dates at matched vol. if the system doesn't beat holding the thing it was already overweight, the signal added nothing on top of beta and leverage. that's the part worth worrying about before the regime question.

Congress officially enacted the FLSA to "correct and as rapidly as practicable to eliminate the conditions" found in industries engaged in commerce that were causing workers to receive wages "too low to buy the bare necessities of life" - which include food, shelter, and clothing.
It exists to prevent workers from receiving less than the necessary wages to afford the bare necessities, not to ensure they only have enough to buy the bare necessities. Why don't you actually go *read* SR.844 yourself before you go misinterpreting it?

Lol as if the reputation wasn’t bad enough after mt gox and SR shut down

the 3.07 sharpe is the first number to throw out.
annualize a sharpe off \~3 months and the t-stat is roughly SR × √years ≈ 3.07 × √0.25 ≈ 1.5. you can't reject sharpe = 0 at that sample, and that's before accounting for the whole window being one autocorrelated trend, which only makes it worse. the 5.83 sortino is the same story. they read like edge, they're just a short sample of something that went up.
>
it hasn't never shorted. so "it parsed the right signals" and "it's hardwired to buy tech and size up" produce the identical curve here. the system never had to be right about a down move, so you have zero evidence it can be.
and it's not diversified across 100 tickers, it's basically one trade. AMD is \~$70k of your $108k net long, two thirds of the risk in a single semi name, with INTC and FCX as most of the rest. curve's flat march through may then vertical in june. that's not three months of compounding edge, it's one \~4 week semis rip you happened to be concentrated and long into.
you can't run OOS, fine. you can still run the cheap benchmark: levered QQQ, or honestly just AMD, over your exact dates at matched vol. if the system doesn't beat holding the thing it was already overweight, the signal added nothing on top of beta and leverage. that's the part worth worrying about before the regime question.

Congress officially enacted the FLSA to "correct and as rapidly as practicable to eliminate the conditions" found in industries engaged in commerce that were causing workers to receive wages "too low to buy the bare necessities of life" - which include food, shelter, and clothing.
It exists to prevent workers from receiving less than the necessary wages to afford the bare necessities, not to ensure they only have enough to buy the bare necessities. Why don't you actually go *read* SR.844 yourself before you go misinterpreting it?

Ignored everyone and anything on YT, reddit, twitter, etc.
Picked one asset, one time frame, a base strategy (literally doesn’t matter what it is, but for me it was SR/Trendlines breakouts), backtested for 6 months and refined, been profitable since.