Deconstructing the 97% Win Rate: A Forensic Analysis of AI Quantitative Trading Algorithms in a Macroeconomic Crisis
The claim of a "97% win rate" in algorithmic trading is not an investment opportunity; it is a statistical anomaly that demands forensic examination, particularly under the current macroeconomic strain. The confluence of persistent core inflation, restrictive monetary policies, and geopolitical fragmentation has created a market environment where traditional investment heuristics are failing. According to the latest data from Statistics Korea, the core CPI (excluding food and energy) remains stubbornly elevated at 2.8% year-on-year as of the last reading, while the Bank of Korea maintains its benchmark interest rate at a restrictive 3.50%. This is not a backdrop for easy wins. It is a pressure cooker that exposes the fundamental flaws in both human psychology and overfitted trading models. Having navigated multiple business cycles, a real estate debt crisis, and the arduous process of developing and backtesting quantitative strategies, I assert that the a...