What's the idea behind Ambush? What's it's edge?
Actually Marco came up with Ambush testing out short-term breakout strategies in various markets back in 2007. While these strategies tended to perform not too bad in a some markets, they performed extremely poor in others. What to do? Of course reverse the idea. Looking for markets that tend to mean-revert in the short run and build a system to exploit this market behavior, Ambush was born.
Here's an example of Ambush Signals trading Natural Gas. We're looking at a daily price chart and as you'd expect:
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