MDA - Market Direction Analysis

[Namiar]

Augie, MM

I prepared a model from the Eureka strategy (21DMA of %Adv / (%Dec-%Unch)):

- 2 Years of data
- Assume the user goes 100% long QQQ whenever the 21DMA achieves -25%. He/she stays long until 21DMA crosses above 0%
-Assume user goes short 100% whenever the 21DMA achieves +25%. Stays short until 21DMA crosses under 0%.

Results:

22% net gain over the 2 year period
Only 4 plays on the long side - 3 were successful
Only 1 short play, which was successful
Portfolio value went -30% at one point before rebounding - not good

Can someone let me know how to post the spreadsheet as a graphic imbedded within this message? And I will do so.




Warp