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AMCR-OSDI Fade Strategy
How a Fading Oscillator Beat Buy-and-Hold on AMCR
Kryptera6 min read·Just now--
Disclaimer: The backtest results in this article are based solely on historical data and do not guarantee future performance. Anyone wishing to use this trading system should conduct their own research and testing before applying it.
Not every winning strategy needs to shout. Sometimes the edge lives in a whisper — a slow, measurable decay in momentum before the crowd notices the trend is tired. That’s the core idea behind the OSDI Fade System, a rules-based strategy tested on Amcor plc (AMCR) over nearly 14 years of daily price data.
import pandas as pd
import numpy as np
import yfinance as yf
import vectorbt as vbt
# -------------------------
# Download Data
# -------------------------
symbol = "AMCR"
start_date = "2000-01-01"
end_date = "2026-01-01"
interval = "1d"
df = yf.download(symbol, start=start_date, end=end_date, interval=interval, multi_level_index=False)
df.to_csv("AMCR_clean.csv", index=False)
df
