INTRODUCTION Since the relatively successful results of the stock trend screener (HERE), I have been obsessed with poking holes into it. I mean, something too good to be true, usually is. One of the criticisms I could think of (and has been pointed out by other astute observers on twitter), has been the fact the …
If you’re reading the series on development of the stock trend screener for the first time, please go through the following articles first to develop some context:1. AC and LR strategy for stock trend detection, backtested (naively): https://alphaleaks.info/stock-trend-backtest-using-ac-and-lr-criteria/2. Improvement of the previous backtest: https://alphaleaks.info/stock-trend-backtest-using-ac-and-lr-criteria/ INTRODUCTION This is the penultimate article exploring stock trend detection strategies. …
