Most of the work I see out there is:
Long if RegimeFilter
Cash / Short if !RegimeFilter
Has anyone tried:
Long1 if RegimeFilter
Long2 if !RegimeFilter
??
To answer all questions:
Leverage? Yes
You know it’s risky? Yes, I know
What is MDD? 35%
Have a kill switch? Yes
Correlation? More than I’d like
Give me system -> No
It's in days like these that I am happy to have migrated my workflow to Python where I don't see charts, green/red, dollar amounts...
For me at this point, it's Instructions vs Execution.