I had not seen the blog when writing the article. I think it's basically the same strategy as what I have backtested. I run the backtest on QQQ since this blog

I had not seen the blog when writing the article. I think it's basically the same strategy as what I have backtested. I run the backtest on QQQ since this blog seems to be focused on the nasdaq and it's about the same: 0.20% CAGR and 0.07 sharpe. I don't know why they are somehow focused on counting green days vs red days, as most of today's market volatility is outside of the trading hours.