Thanks for sharing your experience. I'm happy that my previous exposure to trading algorithms at least helped me understand more what the experts here are talking about. I believe the output model is only as good as the data (at least for the deep learning branch of ML). If the dataset does not cover data-points which exist in a wider space but in the same domain of the problem, or which haven't yet have a precedent, then we really can't simply assume that it is the algo/model that needs tweaking when shit hits the fan.