KG Trading

Technical stock trading.

Wednesday, October 6, 2010

Triple Momentum system

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S&P500 (^GSPC )

Date range: 01.04.1950 – 05.10.2010 , Weekly data

Buy if 5, 15, 25 Week % Momentum sum goes above 0 sell when it goes below 0.

this system has nice profit factor but low winning %. no stoploss is used.

Posted by Koray Güclü at 5:17 PM
Labels: Trading System

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