This strategy uses the KD indicator to determine market strength and weakness, and trades both directions based on the momentum. Specifically, the market is considered strong when K crosses above 80, and weak when K crosses below 20. In a strong market, long positions are added when K first crosses below 50. In a weak market, short positions are added when K first crosses above 50. Exits occur when strong turns weak or vice versa.

The advantage of this strategy is seizing various turning points in a timely manner. However, KD itself has strong lagging, and cannot preempt turns. Also, the pyramiding carries high risk. Strict stop loss is crucial, otherwise losses could expand rapidly.

In summary, the KD dual-direction tracking strategy can capitalize on strong momentum but with substantial risk. Exhaustive backtesting, parameter optimization, and good stop loss mechanisms are required for stable live application.