Wednesday, October 6, 2010

20 Week 40 Week Crossover system

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S&P 500 (^GSPC  )

Data Range : 01.04.1950 – 05.10.2010

This system is robust have high win rate and profit factor. This system can be used as a filter or a long term model. No stoploss is used.

This model can also be used to identify different stages (Rising, Topping, Declining, Basing) of market cycle.

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