Hi Calvo, That's an interesting strategy. But it is unclear what...

Hi Calvo, That's an interesting strategy. But it is unclear what stocks are in the universe. I suppose its all stocks in the ES (S&P500). Also, one comment on the youtube channel says:

"I backtested this strategy on the ES and noticed one big flaw. The strategy seems to have worked in the last 10 year bull market but shows consistent losses since the beginning of this year (bear market). I would advice everybody to be careful and do their own testing on stocks, often strategies work differently depending on what kind of market we are in."

I think the commentor has tested it on the ES index, which is different to the original test which was on a universe of ES stocks. But the comment could still be valid because the alg has a 40% stoploss and only buys stocks when they are under the 200 ma.