First pen and paper attempt, spot trading algorithm, +/- 50% band :
V0.0.1 (denominated for 135 units of capital)
Seed 100
At 105 (+5%,+10.25%), rebalance to 100 (-5), twice
At 110 (+21.275%), rebalance to 105 (-5), once
At 115 (+32.825%), rebalance to 110 (-5), once
At 120 (+44.9%), rebalance to 115 (-5), once
At 125 (+57.5%), rebalance to 120 (-5), once
At 95 (-5%,-9.75%), rebalance to 100 (+5), twice
At 90 (-18.775%), rebalance to 95 (+5), once
At 85 (-27.325%), rebalance to 90 (+5), once
At 80 (-35.4%), rebalance to 85 (+5), once
At 75 (-43%), rebalance to 80 (+5), once
At 70 (-50.125%), rebalance to 75 (+5), once
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