Mar

25

Here is a fixed-system signal using a 10 month moving average. It is a bonus quantification of risk using Ulcer index, which was not clearly diagnosed with endoscopy.

Philip J. McDonnell writes:

Looking at exhibit two, it should be noted that the greatest differential between the 200-day moving average timing strategy and buy and hold was achieved in 1932. Since that time buy and hold has out performed. The trend following strategy appeared to do better mainly in the 1929 crash, 1973-4, and 2000-2002 bear market years. Given that it is 30 to 40 years between such events one wonders how soon the next one will be.


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