I tested 500+ trading strategies on 16 years of Nasdaq futures data. One survived: Sharpe 1.45, t-stat 6.28 vs a multiple-testing hurdle of 4.67 (backtest). The other 499 failed for the same 7 reasons. 🧵

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   I tested 500+ trading strategies on 16 years of Nasdaq futures data. One survived: Sharpe 1.45, t-stat 6.28 vs a multiple-testing hurdle of 4.67 (backtest). The other 499 failed for the same 7 reasons. 🧵

   04:45 · 2026年10月9日 · 周五

   I tested 500+ trading strategies on 16 years of Nasdaq futures data. One survived: Sharpe 1.45, t-stat 6.28 vs a multiple-testing hurdle of 4.67 (backtest). The other 499 failed for the same 7 reasons. 🧵
   
   🌐 链接: https://x.com/NateSharpeT/status/2108277968208380220
   🏷️ 分组: X｜为你推荐
   🕒 时间: 2026-10-09 03:26:52

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   NateSharpeTrading (@NateSharpeT) on X

   I tested 500+ trading strategies on 16 years of Nasdaq futures data.
   
   One survived: Sharpe 1.45, t-stat 6.28 vs a multiple-testing hurdle of 4.67 (backtest).
   
   The other 499 failed for the same 7 r…

   04:45 · 2026年10月9日 · 周五