A question I have: do you have a background in capital markets? Because what it looks like is you asked Claude to create a stock picking newsletter based on signals that retail commonly thinks are bleeding edge but institutions have been using for two decades and probably don’t give much edge anymore (AI analysis of news sentiment…) And you backtested from 2012-2025, one of the longest bull runs in history. Of course…
No hedge fund background, fair cop. I'm a software developer who got frustrated with discretionary noise and built something rules-based. On the bull run, alpha here is measured against SPY, which ran the same period. The claim is relative outperformance, not that we picked a rising tide. The window also includes 2020 and 2022, not great for momentum strategies. Signals that showed near-zero predictive value in stati…
It’s insanely easy to make a trading algo profitable on historical data.