Let's algotrade some stocks: 74% win rate

7 พ.ย. 2018

Pretty active. No fees included here; I don't know the fee structure for stocks -- crypto is easier here! Backtest (below) is from 2013-02-12 until now. It takes a while to beat buy-and-hold, but eventually does it. Mark talking nonsense at the senate probably helped with this.

7 พ.ย. 2018

บันทึก

PS: Make sure you click the "Buy & Hold Equity" button at the bottom of the backtest plot to compare this strategy with, well, buy and hold.