Wednesday, October 6, 2010

NASDAQ / NYSE Index

Stock market produces good gains when nasdaq (^IXIC) leads NY stock Exchange (^NYA)

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Buy NASDAQ when nasdaq crosses over 10 day SMA of NasdaqCompositeClose/NYComposite Close

Sell is the opposite.

Date range 01.01.1999 – 05.10.2010

Profit factor is ok but win rate is below less then 50%.

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