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> DM> we need the mathcing exit strategy!
>
> That would be nice, along with both an exit strategy for a bad
> signal, and a re-entry for times when that is applicable.
this thing looked so promising that I spent a while today looking for
appropriate exit and bad-call detectors. frankly, I didn't find anything
that did very well. as you noted, it finds short term bumps, and it's hard
to ride good ones up a nice distance without running into undesirable
downmoves that are outside the time span of these signals.
it also looked like a down move immediately after the buy might signal a bad
call, but statistically that didn't pan out either. the worst losses often
did have an early down move, but so did some good gains, enough to more than
offset skipping those losers.
all told, no total strategy did significant;y better than buy and hold. I
didn't get to even looking at re-entry methods.
did you make out any better optimizing exit and bad call strategies? hope so
(:-)
dave
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