one23

SPX: Big picture trend-following system

SP:SPX   標準普爾500指數
1
Using two EMAs based on Fibonacci numbers and OHLC4, I devised a simple yet highly effective MA-crossover trend-following strategy that would have killed buy-and-hold with only three long exits / short entries dating back to 1981 (so it has great transaction cost and tax efficiency too).

Other notes are on chart, and I hope you enjoy the autopilot strategy.
免責聲明

這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。