found out the rule that caused losses in January

it's sitting around -113%

removing it turns into +100%

in overall backtest, that's a drop from ~1260% to ~1157%

tweaking it a bit makes January go to +500% but screws up overall way more

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what it does is basically gives a green light when volatility increases

but the market in January is stagnating

so what previously meant increase in volatility, nowadays means already peaking

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no actions taken. give me moar of those losses, please