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David
you kinda missed the point. The subject of the peice was the illusion of
trend in the s&p. I'm sure any of these daily data trading strategies need
the addition of your favorite triggers for entry and exit if you were going
to trade them but without the triggers a comparison of results is quite
useful - its like take your system{s}, strip out the triggers and stops and
what are the results ?
The author was pointing out just how different the s&p is to other markets,
that if you wannabe you need to grow your own strategy - IMO you either
dedicate $100k per contract buy on the dips and hope that Mark's vortex
doesn't whack you or you sit at your screen and make a living each day and
end the day flat -
>The problem with all of the examples you show, moving average entries, and
>breakout, is not the entry, it is the exit. ( although there are much
better
>ways to enter too ) If you ride a trend of any duration and wait for the
>opposite to the entry conditions to exist before exiting you will get the
>dismal results you describe. Try using some better exits in your analysis
>and I am sure you will get much better results.
>
>
>David
>
>
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