Showing posts tagged #backtest. Clear
Part 1 of 5 · Turtle trading rules, tested
In 1983 Richard Dennis taught 13 people to trade in two weeks. I coded the original Turtle rules and ran them on 26 markets: −57.7% from 2020 to 2026.
Part 2 of 2 · Jev on Polymarket
I assumed a model trained on the internet would know how 2025's biggest markets resolved, so a backtest on old Polymarket data would be leaky. Jev scored the same on 17,000 old markets as on unseen ones.
Part 1 of 2 · Jev on Polymarket
I asked Jev "will this resolve Yes?" for 26,174 resolved Polymarket markets. On the 9,138 resolved after its release it scored AUC 0.615. The market price a day earlier scored 0.844. Code included.
Part 2 of 2 · PMax strategy
Part 2 of the TradingView PMax strategy test. Four rounds of upgrades on gold H1: at the same drawdown, profit went from +1,635 to +4,660 after swap.
Part 1 of 2 · PMax strategy
TradingView PMax strategy on 6.7 years of ticks: no repaint, 56 settings tested, PF 1.37 on gold H1 (1.26 after swap), break-even on forex.