Backtesting Turtle Trading across 36 years of the KOSPI and 30 years of the KOSDAQ cut maximum drawdowns by more than half, but failed to beat buy-and-hold returns.
Energy, AI and markets — plus a vibe-coding journal
Energy, AI and markets — plus a vibe-coding journal
Backtesting Turtle Trading across 36 years of the KOSPI and 30 years of the KOSDAQ cut maximum drawdowns by more than half, but failed to beat buy-and-hold returns.