Disliked{quote} Hi Mtlguy, could you be so kind to share the full results of your backtest (with statistical information). I am very curious about the winrate (although it won’t come close to what we hoped to see) and the maximum consecutive losses.Ignored

I will redo it on 2010 alone, and post here... hang on, it takes forever

Then do it in 2020, just to see if things are different.