Wow. Big if viable to play for a regular person like me. Thank you for sharing.

I will do a bit more back testing, but, having a quick look, indeed looks like the tendency is real.

If the losing trades are not much bigger than winners, and seems they are not, and if transaction costs are not eating too much of the profit, despite frequent trading, basically daily, looks promising.

I spent a lot of weekends a few years ago looking for a holy grail mechanical trading system. Of course I failed and concluded it cannot exist.

Could it be a tradable edge? With enough discipline and consistency... Until it lasts... Small size... Maybe

Are you going to continue trading it?

Live account?

Good luck, once again thanks for sharing.

Congratulations on July results.