The Problem with Default FreqAI Standard FreqAI trains a regressor on raw future returns. You predict "price goes up 0.5% in the next 4 hours" and threshold it into buy/sell signals. This approach has three fatal flaws: 1. Labels don't match real trades. A fixed-horizon return of +0.3% might have hit -2% stop-loss before recovering. You're training on labels that would have liquidated you. 2. Fe