A July Update and Another Strategy Revisit

Jul 1

"One of my advisors will be an average five-year-old child. Any flaws in my plan that he is able to spot will be corrected before implementation." - The Evil Overlord List

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2 Comments

quantawolfy

Jul 1

Nice post, I have a strat with the same behavior, exploiting EOM patterns but I never thought about using a stock indice filter.

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Great analysis!

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Lay Quant's Substack

A July Update and Another Strategy Revisit