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Re: mr_cassandra post# 17193

Monday, 11/19/2007 10:18:16 PM

Monday, November 19, 2007 10:18:16 PM

Post# of 17625
Steve,

I back-tested the sentiment indicator #1 from this article back to 1990 basis NDX. The parameters that resulted in the highest returns are:

Thresholds: 110 and 91 just as in the article.

Moving averages: 21 and 87 worked the best. The article used 10 and 65. 21/87 returned than twice as much as 10/65.

FM

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