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by poulpy123 337 days ago
Well the most important information is missing: what was your ROI ? :D
2 comments

I'm going to assume this project is at best a few years old, so return over index is more likely to be an indicator of overbetting (taking on too much risk) than a performance indicator.

Backtesting would be more useful. Of course, LLMs cannot be backtested since they know the past.

This system is impossible to test. I would be hesitant to trust it.

>> I'm going to assume this project is at best a few years old, so return over index is more likely to be an indicator of overbetting (taking on too much risk) than a performance indicator.

Best metric here would be a Sharpe Ratio and drawdown details. https://en.wikipedia.org/wiki/Sharpe_ratio

> This system is impossible to test. I would be hesitant to trust it.

Disagree. Best test would be a paper test going forward, audited by a common platform.

Any forward test depends on market assumptions. I'm not a practitioner, and as a layperson I wouldn't know whose assumptions to trust.
it looks like the code was committed a week ago. I do not see an iterative history on the code
I didn’t build this to beat the market...it started as a way to reduce my own decision fatigue and make sure I wasn’t missing obvious signals. That said, it’s more of a research agent than a trading bot. For ROI, it’s not auto-trading, but it has helped me avoid a few bad calls and made my reports more consistent and thorough.