### Comment:
Glad you were interested!  
  
 You'll be able to find plenty on it. It's pretty well studied, and, like I said, a constant problem for quant strategies. You can find tons of algos that return 300% a month when you backtest them 10 years.. and then lose money like a WSB autist in live trading. That's why almost all trade algos for sale are scams!

### REPLY:
ahh see 10 years ago doesn’t apply to tomorrow, only maybe the last 6 months. I use a 3 month sliding window for my online learns. My machine learning professor in grad loved to brag about how he built the AI’s that helped make black Monday so bad because when things went to shit they were making trades based off past years of “normal” market behavior, in true WSB fashion they were buying low and selling lower.

### END.