Hacker Newsnew | past | comments | ask | show | jobs | submitlogin

It still overperforms after 2005 (0.63 sharpe vs 0.55 for buy&hold). It gets kinda awful after 2015 (0.47 sharpe), with the V-shaped 2020 crash and recovery.


Consider applying for YC's Fall 2026 batch! Applications are open till July 27.

Guidelines | FAQ | Lists | API | Security | Legal | Apply to YC | Contact

Search: