PriceMomentum_V0926

# PriceMomentum_V0926  [hybrid]
require regime.trend in ['DOWNTREND', 'UPTREND']
if flat and (((ret_20d > 0.05 and rel_volume > 1.2635) or (((close > sma_200 and sma_200_slope > -0.0024) or ret_20d > 0.085) 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 > -0.6) and ret_1d > 0.0336)):
    position = 1.0
if long and ret_20d < -0.006:
    position = 0.0  # exit to cash

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