Date Range : 05.10.2000 – 05.10.2010
System : Long only buy when 50 day WMA crossover 200 day WMA next day at market. Sell if 50 WMA crosses under 200 day WMA. no stoploss is used.
This system has a little edge. It is a long term system. It can be used as a filter.
Different MA periods can be tested as well. For example
Very Long Term | 30 Months | |
Long Term | 200 days | 40 weeks |
Intermediate Term | 50 days | 10 weeks |
Short Term | 10 days | 2 weeks |
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