MBR

Long only strategy that focuses on momentum, acceleration and volatility.

• Backtested results are from 2011-2020
  
• 10 ticks of slippage and 0.25% comissions.
  
• $10k starting equity is used and 33% of equity is traded per position.
  
  

Backtest isn't indicative of future results, automated forward testing will start soon and results will be posted in this thread.

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