Real results from live NIFTY systems
What works:
- XGBoost on order flow features: Sharpe 2.1
- PCR divergence entries: 67% win rate
- Walk-forward optimization: prevents overfit
- Local LLMs for sentiment: zero cost
What doesn't:
- Pure price pattern ML: fails in sideways
- Deep learning on raw ticks: overfits
- Social media sentiment: lagging
Stack recommendation:
- XGBoost for signals
- Local LLM for context
- Rule-based risk management
- Human review for black swans
Top comments (0)