No. of Recommendations: 1
MadCapitalist:
It sounds like a great way to buy high and sell low.


When you backtest the results, it beats the SP500 80% of the time and 100% of the time over every five-year rolling period for the last 30 years.


You have to be very careful with backtesting in order to avoid data mining.

Is there a rational reason why it should work? Or do you just accept it on faith?
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