5 ms·
Removing the "Market expert" which uses OHLCV (Open, High, Low, Close, Volume) also drops the sharpee from 5.01 to 1.88 while also increasing the max draw down
by mhmmmmmm 1y ago
Removing the "Market expert" which uses OHLCV (Open, High, Low, Close, Volume) also drops the sharpee from 5.01 to 1.88 while also increasing the max draw down to 13.29% (v.s. 9.70% for the index). I'd be very surprised if the pre training of the base model was the only source of leakage...