I have seen different forms of this strategy, including at https://www.cxoadvisory.com/momentum-strategy/ and at https://muscularportfolios.com/mama-bear/. Both strategies are basically the same, but with a slightly different look back. The strategies have also been tested at https://allocatesmartly.com/livingstons-muscular-portfolios/
But when I test the Portfoliovisualizer strategy myself, I can't reproduce the same results.
I've tried to research the forum here to see if I can find anyone who has researched the strategy, but I can't find anything.
Is there anyone better than me at Phyton who can test how the strategy would do it?