@Epi In the backtest covering 2019 through 2025, the CAGR is 26.7 percent with a Sharpe ratio of 1.34, calculated on a quarterly basis. However, that figure includes survivorship bias and some look-ahead bias; in real-world trading, I expect lower returns.
@Epi I'm already familiar with that tone. But since March 13, I've actually performed a bit better (20%), so what exactly do comments like that ever accomplish for you?
@Epi I actually added those restrictions myself. If you see something I haven't thought of yet, I'd be happy to take it. You've been doing this for a while now.
