- ๐ Hi, Iโm @oscarm417
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oscarm417 / momentum-backtest-based-on-lookback-return Goto Github PK
View Code? Open in Web Editor NEWThis backtest tries to find the best look back and forward period to trade a stock in order to capitalize on the autoregressive nature of some stocks. Momentum seems to work best after the tax period, and before December. This likely is due to tax reasons.