We rebalance our portfolio weekly.
Rules:
we can not initially buy more than 10,000 worth of coins
with each sell/trade, we re-calculate balance
With the fees involved that would become very pricey,No?
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Possibly. I don't know. I should be looking for integration with some more sophisticated backtesting / analysis framework, such as zipline.
Is 6 months worth of backtesting even a statistically significant span of time?