Nice post, you touched two of the major reasons I found the results for the 2dma interesting.
1) it has the least "stale" information and it performed the worst (or best)
2) to profit using the 2dma over the test period you would have had go long the index tomorrow if the BP was red today. It seems backwards. There are a lot of things that could have caused this to be a "false" conclusion and that may still turn out to be the case, but my spider senses tell me there may be some underlying validity to it.
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