Replies to post #17193 on Strategy Central

[FreeMarkets]

Steve,

I noticed that there aren't too many posters here anymore. Where is everyone?

FM

[FreeMarkets]

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