The library · Official strategy
Dow Jones 30
BaselineRebalance every 1 moSingle indexStocks 1800
Simulated since 2000
Every rule visible
The whole strategy, in the open.
A Combined is a strategy made of sub-strategies. The rules at both levels are the ones the backtest above runs on.
Dow Jones 30Rebalance every 1 mo
A single index — nothing to rebalance across models.
Dow Jones 30
Securities1
Max positions10
Stop lossNot set up
Take profitNot set up
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