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I Tested 100,000 Trading Strategies on 1,000 Stocks Analytics Table
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About 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 & data pipeline for this video — plus every other investigation, organized and downloadable — is in the Algovibes Research Lab: https://lab.wisequant.app Code-only access via YouTube membership: https://www.youtube.com/channel/UC87aeHqMrlR6ED0w2SVi5nw/join 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
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