this fits my criteria for a winning strategy whereby:
win/loss > risk/reward
in fact these numbers are rather impressive for automated strategies. for the ones i've evaluated it is rare that an actual edge of this sort holds up and rarer still for the edge to be this large. usually i see something like 1.8 for win/loss and 1.7 for risk/reward.
so why the underperformance?
i think this has to do with the real-world era under comparison. the last 6 months has been an upward trending period for the market. thus, trading underperforms a trending market. perhaps, this is a bit obvious but the market has just come through a decade long era of sideways action. if you are using aiSpy for trading you should think about how long the market might continue trending. if you believe this trend is not done then buy 'n hold is a better strategy otherwise aiSpy should outperform in the next 6 months. i leave it up to you.