2026-10-13
Faber, Halloween, Turn of the Month, Turtle: an AI Tested 1,306 Variants and None Survived
We let DeepSeek hunt for a strategy on its own in our Lab: 7 families, 1,306 counted trials, famous rules judged on their post-publication period. No survivor. The twist: these defensive rules cut maximum drawdown by up to 3 times, but miss the rallies.
AI trading
DeepSeek
Faber
Halloween effect
Turtle
momentum
backtest
out of sample
research