Blocked dates are hindsight
Leaving out the 'event days' after you have seen which days hurt makes any backtest look safer. A fair blocklist uses only dates that were announced in advance, and even then it can get lucky.
· 4 min read
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Leaving out the 'event days' after you have seen which days hurt makes any backtest look safer. A fair blocklist uses only dates that were announced in advance, and even then it can get lucky.
· 4 min read