I have 1 live (20 stock) strategy that uses AI Factor and that strategy went live exactly 6 months ago. It is only 6 months of data, but during those 6 months it has been my best performing live strategy. These are all my live strategies for comparison:
I described the process I followed back when I created this AI Factor. See this forum post: system design
Finding free time has been an issue, but I am looking forward to creating another AI model soon and utilizing functionality we have added since I created my first model like model level feature importance, grid search and normalization options. I plan to document my steps in hopes it will help others and also to get feedback from P123 members who are much more knowledgeable then I am.