Methodology

New Concepts in Garbage Cans

This is a new type of study. It shows 26 strategies and Buy and Hold sorted by Total. The natural log numbers can be transformed into current value of each $ invested.

The single garbage can structure described previously can’t handle this, so it now looks like this:

1 in a strategy column means long. That makes it easier to merge strategies and do other logical operations. The actual signals aren’t real important at this stage. The new structure makes processing much faster and reduces overhead

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