lstm

For months, I kept in a drawer my most robust strategy: Sentinel Swing Elite 1D. I had impeccable institutional numbers:
a Profit Factor of 2.14 during its optimization phase.
a 1.88 Profit Factor in blind tests (Out-of-Sample).
0% probability of ruin in 1,000 Monte Carlo stress simulations.
Why did I stop using it? Because it was too rigid. Its mandatory macro filter depended exclusively on whether the price was above or below the 200-day EMA. If the market went sideways, Sentinel would freeze in absolute paralysis.