Investment Strategy
Employing Bollinger Bands (BB), Relative Strength Index (RSI) and Price to Earning ratio (PE)
Short the stocks that rise above the upper BB, overbought in RSI and have high PE within top 60
Long the stocks that drop below lower BB, oversold in RSI and have low PE within bottom 60
Stop loss set at 5% for each security held
Close the position if the security does not meet the criteria set
Rebalance every day and use $100,000 as an initial investment
QTradableStocksUS as an investment universe