Australian stock index: beating buy and hold

تم تحديثه
See my previous (linked) post. Make sure you click the "Buy & Hold Equity" text icon below to see the comparison between this strategy and simply buying and holding this index.

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ملاحظة
The backtest (plot below) is from 2017-01-09 until today.
algorithmalgotradingBeyond Technical Analysisquanttrading

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