MLM Index Strategy Github

Hey there I recently read about the MLM Index Strategy which is supposed to be a very good hedging and return strategy based on trend following. What caught my attention is that Mount Lucas Management (a multimillion dollar firm) employs this essentially very simplistic strategy. I built it in Python and combined it with only trading in times of high volatility (where trend following strategies work best). I would love for you to check it out on my Github and give it a star if you find it interesting: https://github.com/amstrdm/mlm-trend-following (Where I also included an in detail documentation of the strategy and code).