Current backtest results look promising, except one day in 2019 where the bot lost almost all its profit year to date. The good news is if we sell it as "make a lot of money or lose everything" we can just call ourselves a tail risk strategy
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Replying to @VolQuant
Surprisingly not really, this is more a preliminary test and SPY went down 1% that day. The reason is we're playing martingale with our entry/exits which works really well when it works.
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Replying to @nope_its_lily @VolQuant
agree, if you are playing martingale strategies it is indeed a check that you are insane :)
10:24 AM - 23 Feb 2021
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