The first paragraph includes the disclaimer *This story is a purely technical guide focusing on programming and statistics, not financial advice.*. For that reason, I do not publish backtesting results and full model-run code. Past performance is not indicative of future results.

I keep referring to the textbook, as your first question about using regression to remove trend indicates that you may not be familiar with this area.

Hope this helps.

Data Scientist. Holding degrees in economics, econometrics, and statistics. Employed in news industry.