What is a good model?

u/Kindly_Preference_54 · Reddit — r/algotrading · June 03, 2026 at 15:32 · ⬆ 15 pts · 💬 25 comments  | View on Reddit ↗
AI Summary

Summary

  • The post discusses the criteria for a robust algorithmic trading model: it must survive any market period from the last 6–7 years without catastrophic drawdowns (e.g., 50% DD or account blow-up) even if not always profitable.
  • The author’s thesis is that survival (minimizing tail risk) is the minimum requirement, using Jan 2020 to present as a brutal stress test.
  • Quality assessment: This is a general philosophical/methodological discussion about model validation, not specific DD or research. It’s reasonable opinion but lacks data or actionable details.
Score 15
Comments 25
Upvote % 78%
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