Backtesting trailing stop-loss strategies with Python and market data
In January 2024 I wrote about the insanity of the magnificent seven dominating the MSCI World Index, and I wondered how long the number can continue to go up? It has continued to surge upward at an accelerating pace, which makes me worry that a crash is likely closer. As a software professional I decided to analyze if using stop-loss orders could be a reliable way to automate avoiding deep drawdowns.
