Using Yahoo Finance Data:
Notes: The Raw CFE was used (not the percentrank), if CFE>0 then long, <0 then short
On QQQQ Last 2400 bars:
baseline CAGR: 5.4%
On SPY Last 2400 bars
Fill in your details below or click an icon to log in:
You are commenting using your WordPress.com account. ( Log Out / Change )
You are commenting using your Twitter account. ( Log Out / Change )
You are commenting using your Facebook account. ( Log Out / Change )
You are commenting using your Google+ account. ( Log Out / Change )
Connecting to %s
Notify me of new comments via email.
Enter your email address to follow this blog and receive notifications of new posts by email.
Join 1,063 other followers
Create a free website or blog at WordPress.com.