The Traderszone Network

Published in TZ Latest News 24 February, 2017 by The TZ Newswire Staff

SystemTrader – Testing a Trend-Timing System and Momentum-Rotation System for the nine Sector SPDRs

…. Introduction  …. Testing During Two Bear Markets …. Universe, Timeframe and Data …. Using S&P 500 as a Market Filter …. Trend-Timing System using the PPO …. Scaling into the S&P 500  …. Momentum-Rotation System using Rate-of-Change …. Testing Different Momentum Periods …. Riding the Roller Coaster …. Conclusions …. Scan Code …