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Backtest for 23 of my most closely followed assets based upon Regime below.
Trades placed on open the day after Regime changed.
Ex. Regime changes using data through 4/1, trades placed at the open on 4/2.
+ = positive liquidity
- = negative liquidity
Let me know questions!
Andreas Himmelreich@GfI_Himmelreich
@EssTeeAnalytics Ty, do you have a backtest long short on an index when your regime changes? TY!!!
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