Australian stock index: beating buy and hold

Zaktualizowano
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.

I'm looking for people interested in algorithmic trading. PM!
Uwaga
The backtest (plot below) is from 2017-01-09 until today.
algorithmalgotradingBeyond Technical Analysisquanttrading

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