Strategy Central

[capt_jmj]

You are a hard taskmaster, PT, but you humble servant obeys...

Well, the short answer is that it works, but not quite at the values you predicted. When I tried this the last time, I was not nearly as up on changing input values, but the combination of 2 and 22 for the NDX yields 5087X (and no, that is not a typo/misprint). I thought maybe using the NDX itself (i.e. EMA 1) might be higher, since it was increasing in that direction, but it wasn't. And although the overall returns are higher, it still did not take out the two recent whipsaws. Still need to check and see if any of the other input values are not maxed out.

I was also noticing this evening as I was playing with this that when I started from the bottom of the range with some of my trials, the returns actually got better for a while, so I think Jim may be on to something with his idea to use 5 year moving periods and reoptimize and/or recode certain things to maximize the returns for that period, since it seems the market exhibits different behaviors at different points in history, similar to what I noticed when I set my trendline starting about Jul 00. However, it is much easier to come up with ideas for things to try that it is actually to do them.