Why static trading strategies fail in non-stationary markets

Static trading strategies fail because financial markets are non-stationary systems where statistical properties constantly shift due to macro events, liquidity changes, and evolving participant behavior. An evolutionary alternative maintains a competing population of models that mutate and are evaluated on recent data, letting poorly performing models die off while survivors adapt. The author introduces darwintIQ, a platform that observes how populations of trading models evolve on rolling market data rather than attempting to find a single optimal strategy.