This is one I developed for the S & P stock market:
1.If Friday close is lower than Wednesday close,buy 60 unit/point at next Monday close.
2.Sell 1/2 at Wednesday close and other 1/2 at Thursday close.
3.For public holidays etc on Monday,use the Friday close.
4.And vice-versa.
Results,6 years to Dec 2004,cumulative & no slippage
Year Units
2004 57753
2003 44414
2002 27885
2001 17512
2000 9826
1999 3285
Hope this is of interest to someone....
1.If Friday close is lower than Wednesday close,buy 60 unit/point at next Monday close.
2.Sell 1/2 at Wednesday close and other 1/2 at Thursday close.
3.For public holidays etc on Monday,use the Friday close.
4.And vice-versa.
Results,6 years to Dec 2004,cumulative & no slippage
Year Units
2004 57753
2003 44414
2002 27885
2001 17512
2000 9826
1999 3285
Hope this is of interest to someone....
