@support yes coarse heuristics work well as long as you are conservative. For shorter term models I have started using minute bars despite the computational hit, because it helps in a lot of other ways.
I may enter this contest, I am pretty rusty on predictive modelling and I am not sure I can do a good job using just daily prices, there is not a lot of data. I used to work at a CTA and I feel like we wasted a lot of man years using only prices, hoping better models would acheive more alpha. in the end the sharpe is similar to the S&P but uncorrelated, but you have gotten there with some simpler models and enjoyed life.
I have some other questions about the platform and the contest that I will post here.
Best
P.M.
