My struggle - is it Data Quality or something bigger?

Why do most published strategies not work

  • The system developer doesn't know what they're doing

    Votes: 3 42.9%
  • The system developer is purposely misleading to sell more books or ads

    Votes: 2 28.6%
  • I am too stupid to replicate their basic rules and mimic their results

    Votes: 1 14.3%
  • They work off bad data (e.g. not dividend adjusted)

    Votes: 2 28.6%
  • Something bigger that I don't understand

    Votes: 4 57.1%

  • Total voters
    7
  • Poll closed .
LOL. When I set out to find the holy grail, this was exactly what I had in mind. I wasn't looking for gold. Since there were so many bad ways to trade, I figured it would be better to simply write the most hideous system with the largest drawdown and merely reverse the code. Unfortunately, it didn't work. :mad::mad::D

That's the thing that kills me too. I'm not sure how often I've heard during interviews "well if it doesn't work you just do the opposite". Once you factor in commission and slippage you end up with another losing system ;) two wrongs don't make it right in that case
 
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