My strategy (1H, 15M) has been working great for a long time (Sharpe>6) till recent weeks. Wonder if it's due to the index methodology change or recent market regime. If someone has any reads on this I'd be happy to exchange ideas privately.
My strategy (1H, 15M) has been working great for a long time (Sharpe>6) till recent weeks. Wonder if it's due to the index methodology change or recent market regime. If someone has any reads on this I'd be happy to exchange ideas privately.