3309 Drysdale Ct
Edwardsville, IL 62025
Surprise: the more closely watched 50/200 daily SMA crossover method did not fare as well as the 50/200 daily EMA cross. It also underperformed the 20 month EMA method. It did a bit better than the 13/34 weekly EMA method. 12 out of 25 trades were losers (max 3 consecutive). There were two whipsaws after the May 2003 long signal that the EMA method avoided, although it gave a sell nearly 100 S&P points higher than the EMA method in Dec 2007. Fun with numbers.
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50/200 SMA vs. EMA
End of Bear- GOLDEN CROSS
Posted by pdquig on 23rd of Jun 2009 at 02:46 pm
Surprise: the more closely watched 50/200 daily SMA crossover method did not fare as well as the 50/200 daily EMA cross. It also underperformed the 20 month EMA method. It did a bit better than the 13/34 weekly EMA method. 12 out of 25 trades were losers (max 3 consecutive). There were two whipsaws after the May 2003 long signal that the EMA method avoided, although it gave a sell nearly 100 S&P points higher than the EMA method in Dec 2007. Fun with numbers.