Combined StrategiesExtended setResearchNew

Liquidity and drawdown interaction

Updated dailyData needs: lowlong short

In plain terms

Combine a stock’s own liquidity rank with recovery from past drawdowns.

How it works

Internal continuous stock interaction between observed dollar-flow rank and recovery from past drawdowns. Neither component establishes a published cross-sectional premium or the old miner effect.

No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.

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Data dependencies

Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.

Expected edge

See the source research for the original effect size; a modern replication on new data may be weaker.

Related families

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