GitHub repository: BrinSutarom/Uncommon-Rise-and-Short-Position-Strategy-Analysis
Primary language: Jupyter Notebook
Created: 2024-11-20T22:20:51Z
Description: The project involves developing a trading strategy that targets short positions in Gold Future Contracts following significant market rises. Backtesting results indicate that this strategy outperformed the buy-and-hold approach in 18 out of 23 cases from 2000 to 2022, with an average maximum price drop of -3.88% during short positions.