Your testing incorporates earnings right? So if you want to skip in real time you need to test that out – I’m sure there are super returns on occasion because of earnings, i.e. a sample of 3 isn’t a reason to change unless its backed up with more data.
I guess if i get stuck with negative outcomes over the long term, then it would mean it’s more likely that price drops in the days prior (to produce a signal) to a negative release. Otherwise i wouldn’t have a position.
