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I Tested 100,000 Trading Strategies on 1,000 Stocks

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I tested 2,308,367 trading strategy backtests across 66 strategies and 1,000 stocks using walk-forward validation.I tested 2,308,367 trading strategy backtests across 66 strategies and 1,000 stocks using walk-forward validation. After all filters, 2,226 survived. Then I explain exactly why you should not fully trust that number either.

The full notebook, database, and pipeline are available to channel members — link below:
https://www.youtube.com/channel/UC87aeHqMrlR6ED0w2SVi5nw/join

If you want to learn Python for Finance check out my website:
https://www.pythonforfinance.info

This video breaks down:
Why backtesting results are always biased and exactly how
What walk-forward validation actually does
Which strategy categories survived at scale
Why Healthcare dominated the results
Why volume-based strategies averaged essentially zero
The honest difference between a starting point and a tradeable edge

Check out the 350,000 strategies tested on BTC here:
https://youtu.be/ic87NID9xH0

Check out the 100,000 strategies tested on different assets:
https://www.youtube.com/watch?v=XFocx6K4Ers

Disclaimer: This video is for educational and research purposes only and should not be considered financial advice. All backtests are based on historical data and past performance does not guarantee future results. Trading involves significant risk including the potential loss of capital. Always do your own research before making financial decisions.

00:00 - 02:47 Scale, Scope and Methodology
02:47 - 04:47 Even this is full of bias - be aware of this!
04:47 - 07:13 What did actually survive and why?
07:13 - 07:54 How can we summarize the 3 large scale backtests?
07:54 - 09:12 Ideas / Resources
Category
Trading Strategies

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