Thank you for disclosing your strategy. If I understand correctly you only slaughter the (weak) sheep who stray too near to the boundary of a 21 period linear regression channel?
Length selected based on options expiration rather than the traditionally favored length=20?
i think you could put me in a room full of quants and ask me how to design an algorithm to find the largest palindrome in a given string. i could not only show you 10 ways in 10 languages to program it, i could show you most importantly the 100 ways it would not work.
i could stand in front a room full professional traders and trade successfully without any charts, computers, indicators, systems or even a paper bag and pencil as a crutch to all's amazement. likewise someone could pick a market and a tool give to me to use and i would outperform anyone with it.
i have the ability to trade options, futures, stocks and yes eggs, manipulate markets at my whim, make the market come to me, can show you a commercial trade on a chart that seemingly looks void of any such revelation and know from that block trade what the direction of the outcome will be.
lot of i's going on there so i will stop cause you're all boring me now...
