[jjoe]

There's an inherent ubiquitous nature to the strategy. Kinda like the golden ratio or the elliott wave theory. They've been published and are ubiquitous but they still occur in charts.

But I understand that once the algos know about the strategy, it becomes targeted to oblivion. So maybe I need to muster out the strength and use it without publishing its source.

[xmas2025]

It's also good to be skeptical about the backtesting itself, there are lots of ways for backtesting to overestimate gains and then you'd lose real money. Don't bet the farm (yet!)

https://www.semanticscholar.org/paper/All-That-Glitters-Is-N...