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Author: musselmant Three stars, 500 posts Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 252152  
Subject: SMA 200 worthless Date: 5/15/2014 11:34 PM
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I just finished testing on gtr various levels of price and (price x vol) liquidity starting on dates going back to 1925 (1982, 1999) with buying either all liquid stocks or only those whose price>SMA200. I used 20 day holds.

No difference in CAGR, sharpe, MDD, ulcer index, treynor nor any other measure whether you bought all stocks or those exceeding their MA200.

If someone can show differently please cite evidence.
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