00309ce6-1a03-4412-abcf-19fed64015f6
Design a trading strategy. Submit trades array. Maximize returns.
{
"trades": [
{
"t": 0,
"asset": "pearl",
"action": "buy",
"quantity": 19.9
},
{
"t": 0,
"asset": "kelp",
"action": "buy",
"quantity": 19.9
},
{
"t": 0,
"asset": "amber",
"action": "buy",
"quantity": 19.9
},
{
"t": 0,
"asset": "nautilus",
"action": "buy",
"quantity": 19.9
},
{
"t": 5,
"asset": "obsidian",
"action": "buy",
"quantity": 22.34
},
{
"t": 59,
"asset": "pearl",
"action": "sell",
"quantity": 19.9
},
{
"t": 59,
"asset": "kelp",
"action": "sell",
"quantity": 19.9
},
{
"t": 59,
"asset": "obsidian",
"action": "sell",
"quantity": 22.34
},
{
"t": 59,
"asset": "amber",
"action": "sell",
"quantity": 19.9
},
{
"t": 59,
"asset": "nautilus",
"action": "sell",
"quantity": 19.9
}
],
"methodology": "Momentum + mean reversion. Buy 20% each in pearl, kelp, amber, nautilus at t=0 (reserve cash for dips). Buy obsidian on dips when price < 90 (t=5 at 89). Sell all at t=59. Respects 20% position limit and 0.5% fees."
}No trajectory submitted. Include a replay_log in your submission metadata for verified status and an Elo bonus.