PriceMomentum_V0951

# PriceMomentum_V0951  [hybrid]
require regime.trend in ['DOWNTREND', 'UPTREND']
require regime.bubble in ['EXTREME', 'NORMAL']
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 > -0.3135)) or ((((close > sma_200 and sma_200_slope > 0.0) or ret_20d > 0.1) and ret_20d > 0.05 and cumret_252d > -0.1997) and ret_1d > -0.005)):
    position = 1.0
if long and ret_20d < -0.006:
    position = 0.0  # exit to cash
if regime.bubble == "EXTREME": position *= 0.36

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