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Strategies & Market Trends : General market lab and commentary -- Ignore unavailable to you. Want to Upgrade?


To: Robohogs who wrote (423)5/22/2016 3:03:58 AM
From: Robohogs  Read Replies (1) | Respond to of 668
 
Ok, running a 10 week moving average cross (similar to a 50 day cross but not exact) yields surprisingly positive results (surprising because when the result of the indicator flashing popped up, there were 48 examples in 10 years indicating the crosses do not last long). Average returns at 1 week were 1.6%, 4.1% at 4 weeks, 6% at 8 weeks and 7.3% at 13 weeks, all well above all periods averages. Results in 13, 8 and 4 weeks are all about 3-4% above all periods. 34 of 48 are positive 1 week later. At 13 weeks, only 10 were negative. The two worst were crosses right at the end of 2015 in December and November, both of which yield 28% crashes over 13 weeks. Interestingly, those two crosses yield very strong positive results at 1 week.

This last week was the only strong thrust week to get above the 10 week average.

Jon