Death Cross Short Strategy on S&P500: Its Best To Exit Early Versus Waiting for a Golden Cross
July 8, 2010
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This is quite an interesting study – although it would have been great to see the equity curves plotted on a log chart to eyeball the chart and check whether under/over-performance was consistent across time.
It is a bit similar to the Triple Moving Average System, which uses a short moving average to get out of a position initiated by a long+medium average cross (roughly speaking)