PriceMomentum_V0847

# PriceMomentum_V0847  [hybrid]
require regime.trend in ['DOWNTREND', 'UPTREND']
if flat and ((((close > sma_200 and sma_200_slope > 0.0) or ret_20d > 0.0923) and ret_20d > 0.05 and cumret_252d > -0.1997) or ((((close > sma_200 and sma_200_slope > 0.0) or ret_20d > 0.1) and ret_20d > 0.05 and cumret_252d > -0.3429) and ret_20d > 0.05)):
    position = 1.0
if long and ret_20d < -0.006:
    position = 0.0  # exit to cash
if regime.volatility == "MEDIUM_VOLATILITY": position *= 0.62

A robust strategy performs acceptably in most years rather than spectacularly in one — look for consistency across regimes, not a single outlier year.