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No. of Recommendations: 1
At a shallower level, I'm skeptical about how practical his proposed approach would be for individual mechanically inclined asset allocators (the few crazy people that try this stuff) to do. I liken the workaround to a dozens approach. Instead of investing based on re;ationship to one moving average, you'd be investing in based on what, 6 slices at a time, potentially up to 6x the trades?
slice 1 5m MA - US
slice 2 6m MA - Europe
slice 3 vs 7m MA - Treasuries
slice 4 vs 8m MA - US
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