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5 min Long/short on $UGAZ, 305% annualized YTD

Pl take a look at attached strategy and feel free to improve and let me know if you do. One thing I'm noting here which is hard to believe is that there are only 14 trades YTD. When I manually look at the trends, there are several opportunities but not sure why most are ignored. The returns are nothing to scoff at about but wanted to make sure the run is credible. Just a side, its a theoretical test I will be testing on a different security
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The 14 trades appears to be because to tolerance is set pretty high on the moving average cross. Be wary of over fitting ;)
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Was trying several what-ifs, turns out anything less than 10% tolerance in this case yields dire results mostly negative. Glad the run is legit, thanks.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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