Very cool, but also a laughably small sample size, for now. One thing people need to really understand is the underlying 'complexity' of the market. When I say complexity, I'm not talking about it being complicated in the colloquial sense, I'm talking about it having all the hallmarks of a true complex system. Complex systems exhibit behavior that is bounded over large scales, but impossible to predict over short ones. It requires exponential gains in measurement accuracy to produce linear gains in prediction accuracy.
The simple thought exercise that works well to explain the market is to assume that 1) you could design a system to accurately forecast future market movements. If so, 2) you would act upon that information, valuing assets on their speculative value. If you are the only one who can do this, then you win. But, if 3) the information you use to accurately predict the market is available to everyone, then others can design the same system you can. If so, then 4) the speculative valuations you use to take advantage of market prices become baked into the price of the market as soon as the information becomes available to you. If so, then 5) the system you build to beat the market can no longer do so, as it has affected the market itself in what can be considered a feedback loop.
So, the trick to beating the market is to either A) jump onto the complex system train and trust in the large scale boundaries, or B) devise a system that can do what nobody else does and beat the market over the short term as well. A is easy and is what we all do. B can be done, but only by the vanishingly few, and those that do succeed absolutely must avoid disclosing their system to anyone else.
