Thanks for sharing so transparently, I have subscribed after watching this. I do think this system is probably over optimised but there is an additional data issue. Using @BO TS data when BO trades F,H,K,N,U,Z contracts there is a contango or backwardation when rolling between contracts and a trader can only hold the front future until FND. The back test will not account for this spread as the @BO data is back adjusted removing this spread in the price series.
so exquisite
thank you as always 😊
Game-changer? Bean Oil's RSI strategy.
@PBR.StreetGang948