Here's how this always goes: Someone thinks they have a killer algorithm and it works and makes them money...for a time. Then it suddenly doesn't work anymore and they lose more than they gained. It is not possible to beat the market over the long term unless you are trading on insider information, somehow manipulating markets, front-running orders, or have some other edge that is not universally available. There is no Python script that will simply print money for you year in and year out it doesn't matter what data you feed it or how smart your AI is.