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@saif.almang: قريتي وإن طالت غربتي تبقين في قلبي أغلى أمنياتي أحنّ لك لو طال بعدي وغربتي وأشتاق لأهلك والجبال والجهاتِ فيك الطفولة والذكريات الجميلة وفيك عشت أجمل أيّام حياتي يا قريتي لو باعدت بيننا الدروب يبقى هواك ساكنٍ وسط نبضاتي ❤️🌿

Saif Al , Mang 🇸🇦🇾🇪
Saif Al , Mang 🇸🇦🇾🇪
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Region: SA
Tuesday 01 September 2026 03:17:54 GMT
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m.alfagih
محمد الفقيه :
صور اكثر من رائعه 👌👌👌
2026-09-13 14:09:47
0
m.alfagih
محمد الفقيه :
صح لسانك
2026-09-13 14:09:16
0
user1043094920480
قطر الندا💧 :
2026-09-01 23:07:33
1
aboaudi07
أبو عدي :
[مؤثر][مؤثر][مؤثر]
2026-09-26 11:00:03
0
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Tag your jigri🫂”>>>H_S 74love🌙^Tiktok team 500k likes complete#poetry🥀lovers❤🥀#unfreezemyaccount #growmyaccount💯😎💫 #fypシ゚viral🖤tiktok☆♡🦋myvideou #deartiktokteamdontunderviewmyvideosplese trending video and viral my video please
Tag your jigri🫂”>>>H_S 74love🌙^Tiktok team 500k likes complete#poetry🥀lovers❤🥀#unfreezemyaccount #growmyaccount💯😎💫 #fypシ゚viral🖤tiktok☆♡🦋myvideou #deartiktokteamdontunderviewmyvideosplese trending video and viral my video please


Yoichi Isagi voice pack | #isagi #voicepack #fyp #bankai #viral
Yoichi Isagi voice pack | #isagi #voicepack #fyp #bankai #viral
Alpha decay backtest: five published S&P trading edges tested on 15 years of E-mini S&P and Nasdaq futures, and a rule for when to stop trading one A viewer asked what alpha decay looks like on real data. McLean and Pontiff (Journal of Finance, 2016) found that published stock predictors earn 58% less after publication. I tested five famous S&P edges on one-minute ES and NQ data from 2011 to 2025, one contract, $16.50 a round turn: the pre-FOMC drift, the turn of the month, the overnight drift, intraday momentum and the Monday effect. Two died. Shorting Mondays made +$12 a trade in 2011-2015 and -$335 a trade in 2021-2025, -$88,800 on ES since 2011 (on NQ it went -$30, -$224, then -$567 a trade). Intraday momentum got worse every five years. The pre-FOMC drift did the opposite of decay: it lost before 2015 and made almost all its money after. Then a stop rule: bench any edge whose net over the last 1, 2, 3 or 5 years is negative. Walked forward (expanding by year from 2015, rule picked on past years only), it made $161,616 on ES and NQ against $26,217 for trading every edge. But it also benched the overnight drift in 2024, its best S&P year (+$46,095), and 884 of 1,000 random schedules that benched the same number of years did better. It found the dead edges; its timing was worse than random. Takeaway: kill an edge that keeps losing for years. Don't bench one for a bad year. Not tested: other markets, other edges, monthly or shorter checks. Every check setting beat trading everything on both markets; at $33 a trade the overnight drift still made $53,474. I built this in QuantPad. It has every trade on the CME since 2010. Link in bio. #QuantPad #backtesting #quanttrading #futurestrading #algotrading
Alpha decay backtest: five published S&P trading edges tested on 15 years of E-mini S&P and Nasdaq futures, and a rule for when to stop trading one A viewer asked what alpha decay looks like on real data. McLean and Pontiff (Journal of Finance, 2016) found that published stock predictors earn 58% less after publication. I tested five famous S&P edges on one-minute ES and NQ data from 2011 to 2025, one contract, $16.50 a round turn: the pre-FOMC drift, the turn of the month, the overnight drift, intraday momentum and the Monday effect. Two died. Shorting Mondays made +$12 a trade in 2011-2015 and -$335 a trade in 2021-2025, -$88,800 on ES since 2011 (on NQ it went -$30, -$224, then -$567 a trade). Intraday momentum got worse every five years. The pre-FOMC drift did the opposite of decay: it lost before 2015 and made almost all its money after. Then a stop rule: bench any edge whose net over the last 1, 2, 3 or 5 years is negative. Walked forward (expanding by year from 2015, rule picked on past years only), it made $161,616 on ES and NQ against $26,217 for trading every edge. But it also benched the overnight drift in 2024, its best S&P year (+$46,095), and 884 of 1,000 random schedules that benched the same number of years did better. It found the dead edges; its timing was worse than random. Takeaway: kill an edge that keeps losing for years. Don't bench one for a bad year. Not tested: other markets, other edges, monthly or shorter checks. Every check setting beat trading everything on both markets; at $33 a trade the overnight drift still made $53,474. I built this in QuantPad. It has every trade on the CME since 2010. Link in bio. #QuantPad #backtesting #quanttrading #futurestrading #algotrading
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আমায় ভালোবাসো!!🫶🥀#foryou #fyourpage #fypシ #60fps @_𐌕𐌀Ꮤ𐌔𐌉𐌅 
আমায় ভালোবাসো!!🫶🥀#foryou #fyourpage #fypシ #60fps @_𐌕𐌀Ꮤ𐌔𐌉𐌅 

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