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Trend indicator

Donchian 55/20: what it's actually best at

Turtle long system — buy a 55-bar high breakout, exit a 20-bar low.

2

assets where it was the #1 edge

0.29

average Sharpe across all tests

Trend

indicator family

Best fits

Assets where Donchian 55/20 won

Lithium & Battery (LIT) +4.6%Medtronic (MDT) +-1.9%

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