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  1. 02-07-2012 02:18 PM #1
    Pascal's Avatar
    Pascal
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    Quote Originally Posted by TraderD View Post
    Pascal, how do you explain the (admittedly anecdotal) observation that test results of models that use 20DMF invariably show 2010/2011 performance to be lower (typically much lower) than 2008/2009 performance? Is there a reason to suspect the market is becoming more "efficient" in arbitraging away the edge attributed to money flow rotation?

    Trader D
    Simple: 2008 and 2009 were trending markets. Crash and reversal from a deep bottom.


    Pascal
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  2. 02-07-2012 04:07 PM #2
    mingpan.lam
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    Hi Pascal,

    Which model GDX robot using in the above table?
    Cheers,

    Ellis
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  3. 02-07-2012 05:09 PM #3
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    Pascal
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    Quote Originally Posted by mingpan.lam View Post
    Hi Pascal,

    Which model GDX robot using in the above table?
    Cheers,

    Ellis
    The second level: Industry group

    pascal
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