Can anybody tell me what the problem is with this trendfollowing system? (Hint there are at least 3) Comments below are welcome in addition to emails.
Big Bucks Sytem Rules:
1) The 1-year average (252 days) is higher than yesterday
2) The 10-day slope of closing prices is higher
Actual Results (last 3000 days):
annual compounded return on the SPY: 8.2%
standard deviation: 9.2%
Answer to follow later tonight. Note that the DVI post (see below) is expected around 10pm EST.