Combo-MF, a simple and robust trading strategy ?!?

[Pascal]

I have checked that too.
The 20DMF was on 9/20/2011 in cash and on 9/21/2011 in short mode.
The Vstpro was on 9/20/2011 in SHORT and stayed so on 9/21/2011.
That is the reason that the Combo-MF went one day before the 20DMF in SHORT mode and hence had a better timing.

PdP

This is great, because your returns will be even better when you'll use the 20DMF RT signals.


Pascal

[Harry]

PdP,

Thank you for sharing! I hope to finish my own backtesting, though I doubt it'll ever achive returns as great as these.

Harry