Best cumulative gain run
Asked at Jump Trading, Five Rings
Given a series of period returns (some negative), find the largest total achievable by any contiguous run, the best winning streak, measured by summed return.
returns = [-2, 3, -1, 4, -10, 2]
-> 6 # the run [3, -1, 4]
Return the maximum contiguous sum. Aim for .
Your answer
This one is open-ended. Work it through, then check your reasoning against the full solution.