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Strategy Contest - May 2023 - Article

In the first article in this series I outlined some general principles behind the strategies that I've been using in the contest. In the second article I described a simple process that can be used to improve the strategy, in terms of its entry signal. In the third article I explained why I switched to using mean-reversion entry signal instead of a trend-following one. This is also the strategy that I used in the May's contest.
Below you can see the updated table with the expected prize mo…
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Al_dcdemo has taken 2nd place in Strategy Contest Dec 2022

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Strategy Contest - December 2022 - Article

In the first article in this series I outlined some general principles behind the strategy that I'm currently using in the contest. In the second article I described a simple process that can be used to improve the strategy, in terms of its entry signal.
After I published the second article, I also backtested the "reverse" versions of all three strategies. Instead of taking positions in the direction of the short-term momentum, these strategies do exactly the opposite: take mean-reversion trades…
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