This strategy aims to provide the optimal times to buy/sell assets on a long term basis. From my testing it works best on a weekly or monthly time frame. The default values are currently set to work best on Global Indices such as the S&P 500. It is very simple in its core, it uses price historical price action to estimate where in a market cycle the asset is. Then combined with a basic Moving-Average-like baseline and long term trend oscillator to gauge direction, it attempts to find the best time to buy/sell an asset to reduce capital draw-down and maximise future profits.
Returns here are based on an account balance and trade sizes of £100,000 with no compounding. Does not take into account exchange fees - 0% commission.
Please let me know if you have found any optimal settings for a given market using this strategy; such as all commodities. Or if you have any suggestions on how the strategy could be improved in general.