as a beginner, I am searching for various strategies online. This is the one I just saw yesterday.
https://decodingmarkets.com/testing-turnaround-tuesday/
Based on the author's idea, I tried to reproduce this strategy on Quantopian. the return is not bad, and volatility is really good.
Here are my code and backtesting. It is pretty the same result.
Looking forward to the comments and improvement.