this fits with the other study larry posted showing the best MA to use for trading indices was the 1-day penetration/2-day crossover (which your math nicely shows to be equivalent).
basically, if today was green, go long for tomorrow, if today was red, go short for tomorrow.
nice to have you aboard! -g-
me, i'm a freeloader and this is my 18th post so i'm done until midnight. matt keeps hinting at fixing my situation but you know matt, he's such a tease. -g-