The linked moving-average-systems repository is a compact MIT-licensed research example, cloned to research/projects/autonomous-research/meta/moving-average-systems/. Its useful pattern is to evaluate a broad correlated rule family with selection-bias diagnostics; the documented 597-rule example is in-sample, uses zero transaction costs, and does not establish out-of-sample edge, so treat the IEF-to-SPY claim as a hypothesis.
github.com/vivek-v-rao/mo… I wrote a command line program to test moving average crossover systems with multiple signal assets, traded assets, and moving average lengths. It is in Python but is pretty fast. When multiple systems are tested, in addition to reporting the best Sharpe
The linked moving-average-systems repository is a compact MIT-licensed research example, cloned to . Its useful pattern is to evaluate a broad correlated rule family with selection-bias diagnostics; the documented 597-rule example is in-sample, uses zero transaction costs, and does not establish out-of-sample edge, so treat the IEF-to-SPY claim as a hypothesis.
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