zlacker

Agreed, and I'd also love to see a baseline of human performance here, both of experienced quant traders and of fresh grads who know the theory but never did this sort of trading and aren't familiar with the crypto futures market.

>>falcor+(OP)
As someone who trades crypto semi-professionally, this was one of the toughest trading periods I've ever seen and included a massive liquidation event on 10th of October that wiped out over $20B in capital. Any trader who broke even in this period likely outperformed. I know some very, very good traders who got wiped out on leverage on 10th of October when stop losses didn't trigger and prices plummetted to 2021 levels (still no clarity why).

BTC also performed abysmally during this period with a sustained chop down from $126k to $90k.

>>spacem+Wl
Note that 10th of October is before the trading period in this experiment. If anything, autoregression over shorter timescales would suggest entering after 10th of October being a good idea!

>>kqr+Qn
Just noticed that it was after October 10th.

I'll still say that the trading period after October 10th has been brutally choppy. Only now do we have a clear direction (down) where you can at least short with some confidence