3 ms·
As I read it, the strategy never goes long -- it's always simply short one ETF. The bad cases look like "one sector consistently outperforms", or "leading secto
by repsilat 5y ago
As I read it, the strategy never goes long -- it's always simply short one ETF. The bad cases look like "one sector consistently outperforms", or "leading sectors have bull runs of consecutive days before losing steam".
- throwaway4good 5y agoSorry guys - it should have said: All the way to the moon.
- throwaway4good 5y agoThe algorithm has a buddy: The algorithm of just buying the worst performing etf of yesterday.
- deleted 5y ago[deleted]
- panarky 5y agoUsing the OP's data, that inverse algo is a dead loser.