# ma_trend / 1

Hypothesis. Trends persist: when the average price of the last 3 days is above the average of the last 20 days, the asset is in an up-trend that is more likely to continue than to stop, and being out of the market otherwise avoids the large drawdowns of a long-only holder.

Rule. For each symbol: weight 1/N if mean(close[-72:]) > mean(close[-480:]), otherwise 0 (USDC).

What would refute it. Whipsaws: in a range-bound market the two averages cross often and every crossing costs fee + slippage on the whole position. The rule is always late (it enters after the rise began and leaves after the fall began); if trends are short relative to the 20-day window it loses to buy-and-hold.