I know that every new reader of the blog, and older too, has one and just one question to ask: what about performance? Show us tables, comparisons, benchmarks, charts!
I tried to explain many times that working with Artificial Intelligence shifts the approach, opens a completely new way of thinking to trading and/or investing and makes very complex to prepare ex-post (made on past data) performance: more than complex, it is about meaningless. I prefer to measure performance ex-ante (or in real time) and collect data about the forecasts, as they unfold.
The chart shows the real (in blue) and forecasted (in pink) close for latest 248 trading days. You may note that around mid chart, something happens and the forecast is then less volatile and more fitted to real data. It was late summer and I made some crucial improvement to the model, that is under continuous development. The result was a better “vision”, sharper and more reactive to market mutable conditions. Then, during late fall and early winter, the model has been completely revised since roots and this is reflected into an even better matching of real and forecasted data.
