@kw, yes…you’re amazing. This is actually making it in the write-up that’s coming out tomorrow. There are absolutely patterns when it comes to time.I need to double-check the numbers, but I think time-based factors make up around 30% of model, which is big. Good eye. 🙂
@matthew55, yes…there was clear consolidation happening and based off traditional technical analysis, there was certainly an impending breakout (positive or negative). Given that we’re in a bear market, it seems natural to assume a negative breakout, but our current signal did call a long.
I don’t think it’s as simple as expecting a loss every month at this time.
Since the forthcoming anomaly model will consider these types of events, the expectation is it will continue to call the right direction on these more often than not.
Great questions/comments, guys. This sort of discussion makes us all (particularly me) smarter and helps ensure Crypto-ML considers the right factors in our data sets.