Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Backtest of Mean reversion and momentum switching model

Hey,
Seems this algorithm does way too better than benchmark.Doesnt know if its legitimate.Please run a backtest on your side and share the results.

1 response

I tested the algorithm for 2013 and doesn't work well. I guess this algo works well in bear markets and not in bull ones