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.
Best Of |
Favorites & Replies |
Start a New Board |
My Fool |
BATS data provided in real-time. NYSE, NASDAQ and NYSEMKT data delayed 15 minutes.
Real-Time prices provided by BATS. Market data provided by Interactive Data.
Company fundamental data provided by Morningstar. Earnings Estimates, Analyst Ra