Let's algotrade some stocks: 74% win rate
Diupdate
Pretty active. No fees included here; I don't know the fee structure for stocks -- crypto is easier here! Backtest (below) is from 2013-02-12 until now. It takes a while to beat buy-and-hold, but eventually does it. Mark talking nonsense at the senate probably helped with this.
Catatan
PS: Make sure you click the "Buy & Hold Equity" button at the bottom of the backtest plot to compare this strategy with, well, buy and hold.
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