Connors RSI-2

On data it never saw, the agent averaged -3.75bp per trade after costs (win rate 47.8% — irrelevant when losers outweigh winners). Historically, 42.3% of similar strategies (same timeframe/entry indicator) also fail this (N=52).

Try: This is an entry-signal problem, not a tuning problem. Change the core idea: different condition, different timeframe, or add a regime filter (e.g. only trade high-volatility periods) — don't just widen stops.

It loses on AVAX/USDT:USDT, BNB/USDT:USDT, DOGE/USDT:USDT, ETH/USDT:USDT, XRP/USDT:USDT — under 60% of its universe is positive, which usually means the backtest found luck, not a mechanism. Historically, 42.3% of similar strategies (same timeframe/entry indicator) also fail this (N=52).

Try: Either the thesis only applies to certain assets (then say so — trim the universe to where the mechanism makes sense), or the signal is noise. Ask: WHY would this work on some symbols and not others?

Simulated at responsible sizing, the worst drawdown hits 89% — deep enough that most people abandon the strategy exactly at the bottom. Historically, 23.1% of similar strategies (same timeframe/entry indicator) also fail this (N=52).

Try: Cut risk per trade, tighten the catastrophe stop, or reduce concurrent positions. An edge you can't hold through its drawdown is an edge you don't have.