Monday, March 30, 2009

Trading the 200-Day Linkfest

Much has been written about the value of tracking price versus long-term moving averages.

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.
  1. Trading Markets - The Most Important Rule in Swing Trading
  2. Trading Markets - Why Every Trader Needs to Watch
  3. Word Beta - A Quantitative Approach (PDF)
  4. World Beta - Timing the Nasdaq (12-Month)
  5. World Beta - Performance in Up and Down Markets
  6. ETF Trends - A Trend-Following Plan for All Seasons
  7. Quantifiable Edges - Strong Up Days Under the 200
  8. Quantifiable Edges - Evolution of the 200/50 Quadrants
  9. Quantifiable Edges - Where Gains and Losses Have Been Made
  10. MarketSci - 50/200 Day Crosses Debunked?
  11. MarketSci - Moving Average Spectrum
As noted this weekend, a column featuring the percentage difference between the last closing price and the trailing simple moving average of the prior ten 20-day end periods has been added to the ETF Rewind. Pardoning the plug, this and many more key statistics are provided nightly for over 170 ETFs by ETF Rewind Pro.

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