Strategy Parameters
Look at returns over this many trading days (~252 = 1 year)
Ignore the most recent N days to avoid short-term reversal
Days used to calculate realized volatility for position sizing
Kelly Position Sizing
Auto-size positions based on rolling win rate & profit/loss ratio
Major Pairs
EUR Crosses
GBP Crosses
JPY Crosses
AUD/NZD Crosses
SEA Relevant
Precious Metals
US Indices
Crypto Top 10
Commodities
Configure parameters and run a backtest to see results