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[DARWIN] LEW by Stokes Bay

This Darwin is now trading SPY long/short as a single asset. All trades are algo-driven and the strategy uses just 4 input variables and has no long-short bias. Two of the inputs are optimised based on 18 years of data; two were left non-optimised. Long and short positions are taken in SPY by the algorithm based on the 4 input variables which are considered to fundamentally evidence the direction of SPY in the near term.

Follow this link to LEW at Darwinex.
 
 
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