Hi Sebastien,

Unfortunately (for me), this is a rare article that I write without providing backtesting results or code. This is due to the subjective nature of the strategy which is supposed to be used with other strategies.

I am currently working on creating systematic rules and provide the code with the back-test. I will either update this article with the back-testing results or create a new one to describe the step-by-step guidelines for the code.


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