What is the basis of your algorithm?
Already answered that, as far as I will answer it for now...
Q & A
Q: Is this a momentum-following strategy?
A: Yes and no. At the core of the strategy, there are several momentum signals, but they are combined in a not completely obvious way, I would claim. So the complete algorithm doesn't have much in common with, say, a classical exponential moving average strategy.
[...]
Q: Are you going to tell us the exact parameters of the method?
A: Not right now. Think of this as a 'public test' of the method, to see how it performs. If it fails, you're free to ridicule me publicly as well
Q: Is this a momentum-following strategy?
A: Yes and no. At the core of the strategy, there are several momentum signals, but they are combined in a not completely obvious way, I would claim. So the complete algorithm doesn't have much in common with, say, a classical exponential moving average strategy.
[...]
Q: Are you going to tell us the exact parameters of the method?
A: Not right now. Think of this as a 'public test' of the method, to see how it performs. If it fails, you're free to ridicule me publicly as well