Deconstructing the 97% Win Rate: A Forensic Analysis of AI Quantitative Trading Algorithms in a Macroeconomic Crisis
The Korean Composite Stock Price Index (KOSPI) has been trapped in a narrow band between 2,500 and 2,700 points for over 600 trading days. During this period of stagnation, a specific narrative has gained cult-like traction among retail investors: the rise of the "97% win-rate AI quant trading algorithm." Promoted through communities and YouTube, these systems promise near-infallible daily returns of 0.5% to 1% through fully automated stock trading, seemingly offering an oasis in a desert of low growth and high volatility. The allure is undeniable. However, as someone who has personally coded automated trading systems and witnessed multiple market cycles—from the dot-com bubble to the 2008 financial crisis and the domestic credit card crisis—I approach such claims not with excitement, but with profound skepticism rooted in data and scar tissue. The core proposition is mechanically simple yet statistically extraordinary. An algorithm executes dozens to hu...