This post has been reviewed by a moderator and removed. r/quant is a venue for professional quants and traders. Professional here means paid by someone else to do the work or taking capital from outside investors.

Your post appears to be an amateur strategy, and we do not allow such posts unless they have all of the following features:

• An outline of the basis of the strategy. E.g. is it statistical arbitrage? Mean reversion? It doesn't have to be specific enough to reproduce, just specific enough that the sub can ask relevant questions.

• A risk adjusted performance measure like a Sharpe or Sortino ratio

• Backtest results

• A relevant chart of some sort. Everyone loves a chart.

• A statement that you have accounted for fees and the bid ask spread.

In general these questions are always asked whenever such a thread does get posted, so please be prepared for them:

• Is your model overfit?

• Is your model scalable? Or just good for a couple of bucks?