This strategy uses 20 day and 50 day moving averages as a momentum strategy. If the 50 day moving average is larger than the 20 day moving average then we buy (with the logic that the 20 day moving average will likely increase). On the other hand, if the 50 day moving average is lower than the 20 day moving average than we will sell. Overall this strategy wasn’t great, because it basically followed the benchmark.
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