The Data Leaks That Made My Trading Bot Look Smarter Than It Was

My first live trading bot started trading real money on December 2, 2024. The models behind it had been trained on years of stock-market history, and every company in that history had something in common: it was in the S&P 500 on the day I trained the model.

That sounds harmless until you think about what it leaves out. A company that was in the index in 2016 and went bankrupt in 2019 wasn’t in the training data at all, and a company that joined the index in 2025 was in it all the way back. In other words, the models learned from a version of the market where nothing ever failed and every stock was already a future winner.

That was a leak, and it went live. It wasn’t the only one either.

If you haven’t built one of these systems, here’s what I mean by a leak. You...

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