After seeing the performance of the method that decides when to enter and exit general market positions using the percentage of stock with prices over a 200 day moving average I decided to test other similar aggregating measures, mainly RSI, ROC and Momentum. MOM so far has turned out to be the best of the 3.
What
First and foremost, this is an unproven method of choosing when to enter and exit a position. Since back-testing is used to produce the models future results may not reflect or produce expected returns.
2012-12-06
Small Cap Indicator Bullish
The small cap aggregate indicator went bullish on 12.04. All the others have been bearish since 11.20.
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