Research has shown that semi-active portfolio management using more difficult "to game" secular trends is helpful in reducing draw-downs and volatility while also prospectively enhancing returns and assisting in the identification of the strongest performing indices for rotational purposes.
As promised in last weekend's ETF Rewind, here is a mini-linkfest on trading rules built around the 200-day/ ten-month moving average.
- Trading Markets - The Most Important Rule in Swing Trading
- Trading Markets - Why Every Trader Needs to Watch
- Word Beta - A Quantitative Approach (PDF)
- World Beta - Timing the Nasdaq (12-Month)
- World Beta - Performance in Up and Down Markets
- ETF Trends - A Trend-Following Plan for All Seasons
- Quantifiable Edges - Strong Up Days Under the 200
- Quantifiable Edges - Evolution of the 200/50 Quadrants
- Quantifiable Edges - Where Gains and Losses Have Been Made
- MarketSci - 50/200 Day Crosses Debunked?
- MarketSci - Moving Average Spectrum