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5 commits

Optimize RSI entry threshold

Currentv2.4.1production

Lowered RSI oversold threshold from 30 to 25 for earlier entries. Added MACD histogram confirmation.

+68.5%
Sharpe: 2.34
alextrader
2 hours ago
+15-82 files

Add trailing stop logic

v2.4.0

Implemented dynamic trailing stop that activates after 3% profit. Reduces drawdown significantly.

+62.1%
Sharpe: 2.21
alextrader
Yesterday
+42-51 files

Refactor position sizing module

Moved position sizing to separate module. Added Kelly criterion option.

+55.3%
Sharpe: 2.08
alextrader
2 days ago
+89-343 files

Fix universe selection bug

Fixed issue where delisted stocks were included in universe. Added proper filtering.

+48.7%
Sharpe: 1.95
alextrader
3 days ago
+12-31 files

Initial momentum strategy

v2.0.0initial

First working version of momentum alpha strategy with basic RSI and SMA signals.

+32.1%
Sharpe: 1.45
alextrader
1 week ago
+245-05 files

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