Turtle Trader
I used the Turtle Trader rules with the TSP Trading restrictions. It avoided major drops but only resulted in a 206% gain over twenty years. It missed some obvious runs which leaves me suspicious of my code which came from several old projects that I hacked together. I am going to spend some time cleaning it up to see if I have any errors. It might be interesting to add a net worth graph so people can easily grasp how volatile a strategy is if you are looking at your account value.
P.S. Open the image in a new tab to see the entire twenty years.
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