Click to login and read the full article.
Don’t have access? Click here to request a demo
Alternatively, Call a member of the team to discuss membership options
US and Overseas: +1 646-931-9045
UK: 0207 139 1600
Abstract
A split-half research design is used to test the reliability of ETF trading limits calibrated to maximize returns. Use of prices relative to optimized timing of simple moving averages to detect turns in stock market trends is found reliable for only fifty-four percent of older ETFs. Exponential moving averages are less reliable. Calibration of weeks to compute moving averages of weekly initial unemployment claims in the United States, and trading limits based on them, produces superior returns that are reliably higher than buying and holding among most of a globally diverse sample of older exchange traded funds.
- © 2015 Pageant Media Ltd
Don’t have access? Click here to request a demo
Alternatively, Call a member of the team to discuss membership options
US and Overseas: +1 646-931-9045
UK: 0207 139 1600