Why My Machine Learning Trading System Couldn't Justify a Startup
This is a story about how I spent 21 months building a trading system, wrote down what it would take for it to become a company, and then had two AI models tell me that it hadn’t.
If you’ve read my last three posts, you know TopSet. It’s the system I built, mostly with AI coding agents, to pick a portfolio of stocks with machine-learning models and trade it with real money. The first post was about the automated tests that made agent-written code safe to run, the second was about the ways information from the future leaked into my models, and the thirdwas about noise, and ended with a promise to explain what I decided to do once I knew that my model’s results couldn’t be told apart from luck. This is that post, and you don’t need to have read the others to follow it. There are...
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