The Motley Fool Discussion Boards

Previous Page

Investing/Strategies / Retirement Investing

URL:  http://boards.fool.com/what-would-you-use-then-the-21-day-ema-and-the-30772957.aspx

Subject:  Re: Moving from S&P to Stable Value Fund Date:  7/12/2013  3:44 PM
Author:  joelxwil Number:  72599 of 75340

What would you use, then?

The 21 day EMA, and the 8,55 or 8,34 EMA crossovers work pretty well. For IWM, the 21 day EMA works well, but still, there are some losing trades. Nothing is perfect. Average annual return for the 21 day EMA timing is 9.11%, while untimed it is 7.39%. Major drawdowns are eliminated. This is since 5/28/2000 which is the first day of data on Fasttrack, and I assume the first day of trading.
Copyright 1996-2014 trademark and the "Fool" logo is a trademark of The Motley Fool, Inc. Contact Us