We overfit a strategy on purpose

We swept 72 parameter combinations, crowned the best one, and then ran it on 13 months it had never seen. It went from +17.96% to -14.32%. The interesting part is which half of the distribution collapsed, and which half didn't.

Teal and black glitch artwork of digital price data dissolving into a horizon

Aug 6, 2026

We tested ChatGPT's trading strategies

We asked ChatGPT for crypto trading strategies, implemented four of them exactly as described, and backtested each on two years of real BTCUSDT data. The results say a lot about which half of trading you should hand to an AI.