Recency Matters

In general, the more recent the action, the more predictive it can be in your strategy. Here s a good example from a strategy I m working on. It s a short strategy based on gapping stocks. I ve run a broad backtest in Amibroker with the MabeKit column library applied, and I ve run it through the Strategy Cruncher. This is the first optimization I ve run on the strategy. Among the suggestions in…