diff --git a/README.md b/README.md index 90fc2d8..2063292 100644 --- a/README.md +++ b/README.md @@ -168,11 +168,6 @@ This is not a unique failure of this implementation. It is a fundamental propert Alpaca integration exists in the codebase (`broker/alpaca_client.py`) but is not fully implemented or tested, for the above reason. Wiring up live execution to a strategy that burns money seemed like a bad idea. -### Other caveats - -- **Bull market.** 2020-2025 was mostly up. Long-only bias on insider buys gets free beta. Expect worse in flat or down markets. -- **Survivorship bias.** Delisted/acquired tickers are underrepresented in the price cache, which slightly flatters returns. -- **Concentrated portfolio.** At 10% per signal with 7d holds you run ~7-10 positions simultaneously. ## Modules