Yeah the market went up 4x in the test period (see test data folder) which is from November last year until a few weeks ago (which also was about the market top

Yeah the market went up 4x in the test period (see test data folder) which is from November last year until a few weeks ago (which also was about the market top). The strategy is a simple two moving averages strategy. It will capture less of the return in a very strong market but maybe protect you on the downside. The results don’t look particular good though.