Welcome to this post, as of Today and 3 months ago I have discovered Rentecs strategy in its totality (yes im being serious lmfao). The strategy starts with using 1sec data with gans to generate longs and shorts to generate the anomalies that are captured within PA that later will mimic an infinite return loop pre leverage. this is alpha dont take with a grain of salt. Extract the highest sharpe strategy from this one strategy and bam you have rentecs strategy. ill vibe code it and post results later (my wm is fucked from super natural causes i casted a spell to bring it back (lag)) anyway enjoy! iirc this makes intuitive sense because the dead giveaway here is that the anomaly aspect is the unlimited return from the highs and lows you are taking advantage of within PA that youve captured by essentially brute forcing longs and shorts (another way) within PA to extract the most profitable and best algo within this realm of approach.