The Motley Fool Discussion Boards
Investing/Strategies / Mechanical Investing
|Subject: Re: The Best Measure for the Best Blend||Date: 11/18/2007 2:23 AM|
|Author: sencoman||Number: 204019 of 266274|
Thank you for sharing all this great work.
The other simple timing system that could be easily used by investors like myself is Seasonality - whether using fixed dates (bearish May through end-September or October), or switch dates modified with MACD per Sy Harding's STS .
Have you tested how Seasonality compares with the NDX 40/140 EMA crossover for bullish/bearish screen selection?
I wonder not only about CAGR and Sharpe, but also whether going bearish in summer will improve drawdowns and UI.
|Copyright 1996-2017 trademark and the "Fool" logo is a trademark of The Motley Fool, Inc. Contact Us|