Testing an AI-Assisted Research Workflow for Multi-Asset Pullback Strategy Discovery (opens in new tab)

This study investigates short-term price reversals—temporary retracements following adverse daily returns—and develops a systematic trading framework to capture this effect across multiple asset classes. Using daily data from six liquid ETFs spanning equities, fixed income, currencies, gold, and commodities over the period 2006–2025, the strategy applies a long-term trend filter based on a 200-day moving average combined with a multi-day pullback trigger. Trades are executed dynamically with ...