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Strategy Contest - May 2023 - Article

In the first article in this series I outlined some general principles behind the strategies that I've been using in the contest. In the second article I described a simple process that can be used to improve the strategy, in terms of its entry signal. In the third article I explained why I switched to using mean-reversion entry signal instead of a trend-following one. This is also the strategy that I used in the May's contest.
Below you can see the updated table with the expected prize mo…
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Al_dcdemo has taken 2nd place in Strategy Contest Dec 2022

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Strategy Contest - December 2022 - Article

In the first article in this series I outlined some general principles behind the strategy that I'm currently using in the contest. In the second article I described a simple process that can be used to improve the strategy, in terms of its entry signal.
After I published the second article, I also backtested the "reverse" versions of all three strategies. Instead of taking positions in the direction of the short-term momentum, these strategies do exactly the opposite: take mean-reversion trades…
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Al_dcdemo has taken 7th place in Strategy Contest Mar 2022

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Strategy Contest - October 2020 - Article

In the previous article I described some general principles behind the strategy that I'm currently using in the contest. I encourage you to read it, because the information in it is relevant to this article, in which I will describe a simple process that can be used to improve the strategy, in terms of its entry signal.
To recap, the basic properties of the strategy are:
[list][/list]…
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Al_dcdemo has taken 3rd place in Strategy Contest Oct 2020

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Al_dcdemo has taken 7th place in Strategy Contest Jul 2020

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Strategy Contest - May 2020 - Article

The winning strategy used in this particular contest month is a very simple one. From a technical point of view, the short description given on its contest page basically sums it up:
JScalp10May2020 is a momentum scalping strategy. It opens a long position when CCI(14) closes above 200 and a short position when CCI(14) closes below -200. The strategy opens one position per trading day (Monday to Friday). It may skip one trading day (usually NFP day) per month. It trades only when the spread is l
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Al_dcdemo has taken 1st place in Strategy Contest May 2020

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Al_dcdemo has taken 4th place in Strategy Contest Apr 2020

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