I had duplicated 3 dates in a row, that's why we had the problem with the large spike here (buying 300% of the account value).
It looks like the strategy performed well in 2015, but if we look further back to 2010, it under performs SPY.
Just seeing how much truth was in this article here: http://www.businessinsider.com/r-pssst-want-to-play-the-market-count-the-fed-leak-weeks-study-2015-11
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