This was a very simple exercise. Buy at the open, sell 15 mins before the close, and set a stop loss at 5%. This backtest is completely datamined and curve fitted. Please don't use this other than for a good laugh! Anyone else care to share their most ridiculous backtest?
Roro maul
Matthew Williams
Jared Broad
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Herman Ho
JD Bennett
Yes I’m going back to a thread from 2016 but if anyone’s still alive I actually just got the #1 ranked algorithm :). Except I actually tried to make it real and not datamined. Did you guys ever get to updating the ranking system?
Matthew Williams
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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