Sentences with phrase «averages of short periods»

However, the moving averages of short periods are subject to more false trend - change alerts.

This rule requires that the moving average of the short period (L1) of the closed equity curve must be greater than the moving average of the longer period (L2) closed equity curve.This is similar to a moving average crossover strategy based on price data in the market except that we use the moving average of the equity curve and require that it is «up» in order to take trades in the system.

Not exact matches

For gauging price momentum in the very short - term (a period of several days), we have found the 5 and 10 - day moving averages work very well.

[1] The «on average» specification allows the Bank to take account of the fact that it can not finetune inflation over short periods, and of the obligation to promote, insofar as monetary policy can, full employment, which is another of the Bank's charter obligations.

For instance, a portfolio with an allocation of 49 % domestic stocks, 21 % international stocks, 25 % bonds, and 5 % short - term investments would have generated average annual returns of almost 9 % over the same period, albeit with a narrower range of extremes on the high and low end.

Over the period 2010 to 2014, annual average employment growth was only 0.8 %, well short of the 1.2 % needed to achieve 1.3 million jobs by 2020.

In the 12 periods of rapidly rising long - term rates between 1965 and 1996 (I grouped a few short periods on the chart), not one was accompanied with any meaningful gains in equities while most saw equities perform a really deep dive (average — 14.5 %).

These periods have been shorter in duration (average half a year) and seen slightly smaller rate moves, a reflection of the low inflation and low interest rate environment over the past 20 years.

Average holding periods of stock in mutual funds is under 11 months and the SPY turns over its assets once a week (investment periods which are too short for fundamental oriented investment returns to manifest themselves).

Even though investing in the best decile of a composite of value factors averages out to have excess returns of almost four percent annualized, when looking at shorter investment periods it only works a little better than two out of three years on a one - year basis.

But even after the event no one would know whether the average results in terms of the sums invested had exceeded, equalled or fallen short of the prevailing rate of interest; though, if we exclude the exploitation of natural resources and monopolies, it is probable that the actual average results of investments, even during periods of progress and prosperity, have disappointed the hopes which prompted them.

In fact, the average return for stocks was 11.5 % vs. 7.5 % for bonds since the beginning of 1976.4 But performance over short time periods highlights that stocks and bonds take different paths.

Brendan Rodgers is a disgrace and needs to go, as does FSG, however Liverpool are constantly screwed over by the «officials», its incideous, blatantly robbed of penalties that you know would be given straight away, the other way, Liverpool achieved the impossible for a short period last night, they made average at best Tottenhamistan Hoofspurs look like a class team, you never beat Liverpool, Liverpool defeated themselves by not taking their chances (as usual — and their own fault) if they had of taken them it would have been a rout away win.

Transition periods were short: on average, government formation in the UK took just four days in the period from 1945 to 1994, compared to an average of thirty - nine days for the rest of Western Europe.

As a result, an average road improvement has induced an additional 10 % of base traffic in the short term and 20 % in the long term: individual schemes with induced traffic at double this level may not be very unusual, especially for peak periods.

They also provide average levels of most contaminants, which do not reveal if there were short periods when chemicals spiked past legal limits.

Bowen and colleagues report that carbonate or limestone nodules in Wyoming sediment cores show the global warming episode 55.5 million to 55.3 million years ago involved the average annual release of a minimum of 0.9 petagrams (1.98 trillion pounds) of carbon to the atmosphere, and probably much more over shorter periods.

When the x-ray source sent out pulses as short as 80 millions of billionths of a second, the researchers could see the first short period of the crystal melting, which occurred in an unexpected way: The atoms diverged from their initial energy equilibrium while the average crystalline structure remained — a rarely studied behavior that could not have been seen as clearly with other techniques.

But the study looked at departures from average conditions over shorter time periods, and may not be a good indicator of how people will respond to sustained warming.

Figure 2: The data (green) are the average of the NASA GISS, NOAA NCDC, and HadCRUT4 monthly global surface temperature anomaly datasets from January 1970 through November 2012, with linear trends for the short time periods Jan 1970 to Oct 1977, Apr 1977 to Dec 1986, Sep 1987 to Nov 1996, Jun 1997 to Dec 2002, and Nov 2002 to Nov 2012 (blue), and also showing the far more reliable linear trend for the full time period (red).

«Weather is what's happening over a very short period of time, whereas climate is what happens, on average, over a longer period.»

Even though they were still eating roughly the same amount of calories, the participants lost weight — an average of nearly two pounds in that short period of time.

One of the reasons that low carb dieting has worked for me is that i can eat plenty.There is no way that i could have lost so much weight in such a short period of time at 100k calories per day.That's about 1 lb in 36 days.Give me a break.I probably average 2,500 - 4,000 low carb calories daily.More ketones don't help a person burn significantly more calories but they don't have to.

Give me an average Chevy and I can beat all of the imports, Dodges, and Fords in its class within a very short period of time.

The car's computer uses a pretty short polling time for the average mpg, which is bad for drivers who want to rate mileage over a longer period of time but quite interesting as a tool to help drive in a more economical manner.

We saw an average of 16.2 mpg for our short test period in mostly city driving.

Multiple subheadings and bulleted lists are also great ways to break up your copy and make it more digestible for the average online reader who consumes large amounts of information in a short period of time.

In most cases, your interest rate will be higher than average, your terms will be less lenient (such as a shorter grace period), and you'll probably have to pay an annual fee of $ 40 or $ 50.

Kenneth Lin, from CreditKarma.com, says he himself opens and closes at least one card per year in order to snag bonus miles and cancel the account before annual fees are assessed and that turning over 10 cards in a short period of time is likely to push a good credit score into an average or poor one.

To counteract this issue, it is best to use a short period of time when using moving averages.

Over the slightly shorter period, the market index sported an average compound return of 5.87 % per year from the start of 2003 through to the end of 2016.

Over the same period, 10 - year Treasury Bonds averaged 5.18 % and short - term 3 - month Treasury Bills averaged a return of 3.46 % before inflation.

This may sound paradoxical, but companies that formulate and sell credit scores consider an abnormal (whatever that may mean) number of credit inquiries, particularly over a relatively short time period, to be an indicator of higher - than - average credit risk.

What's more, they use an average of these factors over five - year periods to smooth out any short - term aberrations.

His short list of Canadian All Stars combines favourable characteristics for both value and growth and has achieved an average annual return over 10 years of 17.2 % (capital gains only, not counting dividends) for a period ending in late 2014.

While they only hold a market position a short period of time, the frequency of their trades is higher than the average trader.

MI typically cancels after five years; therefore, you will only have this added cost for a short period of time versus waiting an average of 20 years to save for 20 percent.

The i - AMA - Optimum is an optimized version of the Kaufman's Adaptive Moving Average (AMA) that was originally developed by Perry Kaufman and finds use on short and long periods.

One of the greatest advantages in using a moving average is that by nature it follow the trend and by selecting a suitable time period, allows profits to run and losses to be cut short.

The typical holding period of our short term ideas averages 2 to 3 days (sometimes less in choppy market environments).

If one had created an alpha strategy by going long an average of the top 3 «good calls» and going short an average of the bottom 3 «bad calls», the cumulative return over the period would have been 222.9 %.

It could be argued that if someone nest egg is too small for retirement, they should stay in equities as long as possible to try to grow it, but that would be a contentious issue, for sure, since although stocks have a higher average return than bonds and bank accounts, the risk of loss in short time periods is higher.

Since real - return bonds were introduced in 1992, the average annual return has been 8.2 %, which falls between that of short - term (6.6 %) and long - term bonds (9.5 %) over the same period.

However, the predictability coupled with a short holding period produces quite decent average annual rates of return after allowance for the occasional substantial loss.

Clearly, actual holding periods, particularly short - term ones, could produce significant capital gains or losses — primarily for long - term bond funds with average maturities of bonds in the portfolio over 10 years.

The criticism of Shiller P / E on the other hand is that 10 years as a period to average out earnings is too long since serious earnings recessions that happened over a short period of time were captured, thus distorting the output value.

During this time of the year the average temperature is around 25 * C / 26 * C, but can also drop down to around 22 * C for shorter periods of time, the visibility usually at around 8m - 15m +.

Specifically, tamino addressed 3 sources of variability: 1) ENSO, short term 2 - 3 years, averages out, removing it removes most of the noise 2) solar, 11 year, but roughly sinusoidal and well characterized, easily removed for that reason 3) volcano, episodic, no characteristic time period.

The modes assume near constant leves of water vapor, but they are not necessarily so close, however, water tends towards equilibrium, so in the long run, the mode averages may not be far off in that regard, but relative humidity does vary greaty, especially during shorter periods of time.

However, comparing the mean of all trend intervals in a given period should largely average out short term factors such as ENSO and volcanic adjustments.