so how did aiSpy do in the real world? here's a picture of the performance over the last 6 months, post-training:
|last 6 month performance of aiSpy.|
the p&l for aiSpy, trading $10,000 per trade, is circled, 497.08, and contrasted to the growth of $10,000 bought 6 months ago and held (bnh, green number in square) and the growth of $10,000 invested in 6 increments (dca, blue number in square.) bnh is the winner with a $967 gain, dca came in 2nd with a $545 gain and aiSpy third with a $497 gain. i should note that the aiSpy p&l does not include the impact of commissions, which at the standard thinkorswim rate amounts to $10 per round-trip, or $120 over the last 6 months for 12 twelve trades. the aiSpy result is an even more distant 3rd. while this is a lack-luster result, at least it is positive. what went wrong? i think i know and this knowledge is helping me improve my trading and i will share this in a series of posts called lessons of ai.