[noduerme]

I've only been running it live for a couple months, so it's too soon to tell! Generally it wouldn't be expected to show any signals for the first 6 months or so. Additionally it's expected to weaken over time and need to be reset; 3 years seems about the optimal horizon.

The testing data I'm using goes back to Y2K. Overfitting is definitely a concern. I've proven that a delta that worked one year doesn't work the next, or what worked for one five-year span doesn't work on the next five. But what's interesting is that the local delta mean can be broadly broken into distinct eras by looking at sliding time windows. e.g. From 1998-2008, the best overall fit scales down well to each year. 2008-2012, 2012-2020, 2020-now... the last one is the great unknown, of course, and too early to call if I've gotten close to it. Any test that covers the covid disruption or the 2008 crisis has a nexus that skews future results to the high side, so I feel those can't be trusted. If I can beat the market by 20% in the first year, I'll be happy.

I'll keep an eye on your progress. Best of luck!