CosmoCAT_30_100 Trading System

Here comes another trading Algorithm with a better understanding for the Futures Markets.

A slightly greater Sharpe Ratio [from ~ 0:26  up to 0.38] is possible, but i wan’t to  prevent the trading system from overfitting.

At the moment we may only unfortunately predict what happens in the Past but not in the Future.

Maybe we should use for the next Algorithm a discrete time Markov Chain…

overfitting? what does it mean? Click here