I think you data input is wrong because from May to October it should show 20 % increase check again. Trend following system do better in trend. JMHOP. Just eye balling the daily chart. Farooq CCI hourly almost follow this it is similar to 3day daily SMA.
Farooq This post is for educational and amusement purposes only, and is not to be interpreted as trading advice. Consult your financial adviser before placing any trade.
Register for free to join our community of investors and share your ideas. You will also get access to streaming quotes, interactive charts, trades, portfolio, live options flow and more tools.