I made this study of MoneySpy on a Weekly Basis. If you were to Buy/Sell at the Zero line and take profit at any reversal.
Here are the results:
During a 271 point gain from March to July13 this system would have had a 77 point gain, with one loosing trade. Since July 13 you would have been long with a 157 point gain to date.
Below are the results of a study of the Daily chart.
The 60 minute chart below shows an astounding 85 point gain while the market moved only 55 points.
Analysis presented on this Blog has only informational, and educational purpose, and does not represent a proposal for buying or selling currency contracts.
Pretty impressive! And for this type of market-neutral trading system, how about also benchmarking against the total range (high-low)? Sometimes we're in a choppy period where the index ends up where it started, but a good system should be able to pick a good part of the full trading range.
ReplyDeleteThanks, I'm not sure what you mean by benchmarking against the total Range (High-Low)
ReplyDeleteBasically I think it's best to initiate a trade at the zero line and take what ever profit you get when it peaks. You leave a little on the table but if every trade is a winner that work for me.