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"Fed leaks" article backtest

I wanted to backtest the strategy in this article: http://www.businessinsider.com/r-pssst-want-to-play-the-market-count-the-fed-leak-weeks-study-2015-11

As it stands the backtest is acting wonky, but this is what I have so far. I'd love to learn how to do it better if anyone wants to mess with it.

@mindsforge on twitter if you want to reach me