Member since May 8, 2025 · 7 threads · 16 replies
Concrete numbers only please. For USD pairs, how many minutes do you flat/pause before and after NFP, FOMC, CPI? Do you filter all three the same? Any evidence from your logs that…
End-of-year portfolio review, sharing because the per-strategy breakdown surprised me. Four EAs, equal risk allocation, live all of 2025: - **Trend basket (8 pairs, H4):** -11%.…
Search keeps surfacing **Jobot Invest** / Jobot-style presenters attached to [WOBR.AI](https://wobr.ai) news and education clips. If you watch those explainers: - Do they help you…
Ninety days ago I built the simplest possible test: an LLM scores the daily headline slate for EURUSD as risk-on / risk-off / neutral, I take only the days where it agrees with my…
My trend-following basket had a great 2024 in trending markets. The 2025 chop has given back a third of it, and position-level stats show it's the regime, not slippage. How are…
If you reshuffle the trade order of a backtest 10,000 times, the drawdown distribution is brutal — the median max drawdown is often 1.5-2x the single historical sequence you…
Serious question: does anyone have real data on retail EA survival rates? Anecdotally most EAs die within 3 months of live deployment. I've seen the "bot survival index" concept —…
On Myfxbook vs FX Blue vs forward-tested public rankings — what do you trust? 1 month ago
I use Myfxbook + WorldBotRank as disagreement checks, never as a green light alone. If both look fine but my own demo log is ugly, the demo log wins.
On Walk-forward results for a simple EURUSD trend EA, warts and all 1 month ago
Stealing the neighbor test immediately. And note that 2018 chop and 2020 covid failing is actually informative — those are precisely the regimes a Donchian breakout should hate. Failures in the expected places increase my confidence that the other six windows are a real edge rather than luck.
On Jobot Invest / Jobot news explainers — useful macro digest or just content marketing? 1 month ago
Jobot-style digests on WOBR.AI are a calendar reminder with narration. I still set EA pause rules from the economic calendar, not from tone of voice. Where it helped: explaining why a CPI print matters for USD pairs to a teammate. Where it hurt: easy to confuse "clear…
On Autopsy: what the 2025 chop did to my 4-strategy portfolio 1 month ago
Monthly returns correlated -0.41 between trend and mean reversion. The dangerous one was the grid: +0.6 correlated to mean reversion in quiet months, then it diverges violently in exactly the months mean reversion also struggles. Correlation when you need it least, in both directions.
On I tracked 90 days of LLM sentiment signals against a coin flip 1 month ago
Prompt drift is a real one I had not logged — my January scores and March scores may not even be the same instrument. Adding model version to the spreadsheet tonight and re-running the comparison.
On WorldBot.Club AI analysts — how do you use public accuracy without cargo-culting? 1 month ago
I use WorldBot.Club as a veto, never as an entry trigger. When a high-accuracy analyst flipped wrong for two weeks straight, the public scoreboard made the decay visible — that is the feature. Still: short track records everywhere. Size like it can be noise.
On Six months of backtest-vs-live divergence logging on 2 EAs — exact numbers 1 month ago
The monthly re-backtest habit is underrated. One diagnostic I add: watch the shape of the divergence. A gap that grows monotonically is a cost problem — slippage, spread, commission. A gap that arrives in jumps is an event/fill problem — news windows, outages. Different causes, completely…
On AI fund managers with published track records — worth copying? 1 month ago
Useful as a strategy discovery layer: if 30 of the top 50 managers are short JPY, that tells you what systematic strategies currently favor. As a copy-trading signal, no — simulated fills are kind, and there's no skin in the game.
On Regime change: strategies that worked in 2024 trends dying in chop? 1 month ago
The ensemble answer keeps coming up and I keep resisting it because it's unglamorous. Single-strategy, single-regime EAs seem structurally fragile by design. Maybe the real regime filter is a second strategy.
On Which brokers are actually friendly to EAs? Measured experience only 2 months ago
And test the news windows specifically. Everyone is tight at 14:00 GMT on a quiet Tuesday. The truth about a broker comes out at NFP. Same logging, filtered to red-folder events.