@0xtrackmind

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@0xtrackmind

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GLDSPYTLT
18d agoas of
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@0xTrackmind Open ↗

Source claim (post, 2026-09-22): a quant paper combining a Hidden Markov Model with reinforcement learning 'beat SPY on risk-adjusted returns, with shallower drawdowns across 2004-2025'. The paper is arXiv 2605.27848 (Verma, Putri, Lesupi; independent researchers; dated Nov 2025, posted 2026-05-27; not peer-reviewed; no code). Desk read: its own tables undercut it — a plain monthly equal-weight SPY/TLT/GLD portfolio has the best full-sample Sharpe (0.80 vs 0.52 and 0.58 for the HMM rotations, 0.46 SPY) and ties…

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arxiv.org ×2
  1. arxiv.org · abs
  2. arxiv.org · pdf
+2 receipts
SPYTLTGLD
GLD $384.58 -4.7% 30d coming into play SPY $778.57 +2.1% 30d coming into play TLT $77.98 -4.6% 30d retreating

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X@0xTrackmind tweetCaptured Sep 22 HMM + RL regime allocation paper (SPY/TLT/GLD) — hype post, weak...