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Tim wrote:
> Anyone want to look at the statistics on this? And/or maybe comment on what the
> system is doing [In english]?
Well, the "what's it doing" part is easy enough. If the 30 day average
is above the 75 day average, you buy a breakout of the 21 day high. Hold
until the 30 day average crosses below the 75 day average. Reverse the
rules for shorts.
About the stats, I really can't comment other than to note that it only
traded 3 times in the last 4 years (probably all longs :-) with the
average trade lasting 212 days. I'm not sure how valid the statistical
measures of performance are on only 3 trades. But, I don't know anything
about the Rina index, etc. so maybe someone can tell us what those
numbers mean.
--
Dennis
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