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Yuki,
It would be more fair to speak about the S&H [Short & Hold] technique
also.
Do you have any statistics about the average time interval the
potential Short Sellers keep their Short position in the Japanese
market ?
Is it a week, a month, 6 months or a year perhaps ?
In this sense, it would not be that easy to beat the descending
market, you should make Short profits better than the S&H for the
last 5 years.
This information would be quite important and could form a crude
basis for the ^N225 periodicity [1Long/2 Short or even 1Long/3 Short
periods] and then apply timeseries analysis, a quite flexible
statistical tool.
Some systems #buy every 20 days/sell every 24 days# are successful
because they immitate this behavior by dividing a time interval into
rolling unequal parts.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> Correction, obviously: ^_^
>
> YT> (the ^225 was trading at half of current levels about 8 years
ago
> YT> or so)
>
> Should have typed "twice the current level about 8 years ago".
>
> Yuki (vertically dyslexic) ^^_^^
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