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> On the other hand you have momentum / ROC based systems working forever now, same for trend following MA crossover systems like The one propagated by Mebane Faber. Momentum and MA rossover trendfollowing does seem to work "forever".
>
> Any comments from the gurus here?
>
> Thanks, Samantha
>
And so does TurnOfMonth trading, BO-systems (daily and weekly), Zweig's 4% System, Levy's RS-System, ......all older than 20 years, all still going strong.
Two of my core systems are from a book by Krutsinger published at the beginnning of the '90s.
If you go to the Motley Fool boards, there is a MECHANICAL INVESTING board. They won't trust anything which hasn't been working since pre 1987!
One of the major drawbacks of Bandy's book is his tendency to declare as proven fact, what might be just a personal opinion.
Regards
frankphd_us
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