Suppose that you develop a momentum strategy on a futures, Other Engineering

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Suppose that you develop a momentum strategy on a futures

Problem

Suppose that you develop a momentum strategy on a futures contract, where the forecast is based on an AR(1) process. You backtest this strategy using the WF method, and the Sharpe ratio is 1.5. You then repeat the backtest on the reversed series and achieve a Sharpe ratio of -1.5. What would be the mathematical grounds for disregarding the second result, if any?

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