Meta Filters For Your Trading (removed)

I have removed this post. I noticed a ‘future leak’ in the way I was calculating the filter. The original, unfiltered trading turns out to be much better (the equity curve you see below). So please disregard the results from the post if you read the original version, because they’re faulty.

Screen Shot 2015-08-21 at 1.59.26 PM
(click to enlarge.)

 

 

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