6/9/20
Conclusions
StochClose shows promise as a trend-following indicator on the all signals tests. It does not stand head and shoulders above the rest, but it did stand its ground and perform well, especially with the All Weather ETF List.
FULL STO 125,5,1
In general, we can expect a Win Rate around 50%,
a Gain/Loss ratio of 3 to 1
and a Profit Factor well above 2.
This is a recipe for a winning strategy, but there will still be drawdowns and periods of underperformance. Furthermore, these results do not take broad market conditions into account. Taking bullish signals in stock-related ETFs during a bear market carries above average risk. The next article will examine bull-bear regimes for stock-related ETFs.
ART HILL 6/5/2020 5 UP 4 DOWN BULLISH
