So I took a look at your algorithm. You appear to be trying to see if the Chicago Cubs win, if that predicts the market will go up the next day.
As I was reading through your code, I thought, "oh, he's going to have look-ahead bias." But it looks like you got that! You knew that Cubs games happen after the market closes, and you timeshifted the win/loss by a day.
Great work. Too bad it's not a strong financial theory ;0
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