I tried to make this strategy https://scottwelshstrategies.com/trading-blog/using-a-i-to-build-a-nice-strategy/ in WL. The best result was obtained with the parameters Momentum Period 20 and SMA Period 12
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And it is for weekly data scale:
I wasn't able to replicate the weekly equity, but I got the same monthly results. A maximum drawdown of 15% overall is quite good
Weekly scale: Momentum - 82, SMA - 76
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