this sounds to me like a dollar cost averaging strategy - only buy in when the current price falls below an n-day moving average.
I doubt there is any risk adjusted alpha to the strategy - in practice it's my, newbie, understanding that the only thing that differentiates such strategies in the broader scheme of things is tax efficiency.
I doubt there is any risk adjusted alpha to the strategy - in practice it's my, newbie, understanding that the only thing that differentiates such strategies in the broader scheme of things is tax efficiency.
however I am also not a ML expert