Sentences with phrase «simple moving average system»

What if I told you there was an incredibly simple moving average system that crushed buy and hold investing?
The 10 month simple moving average system has been popularized in recent years by Mebane Faber in The Ivy Portfolio: How to Invest Like the Top Endowments and Avoid Bear Markets.
Holding only 2 ETFs increases portfolio volatility, which should be expected, but did not necessarily increase returns versus buy and hold or the 10 month simple moving average system.
Holding only 2 ETFs increases portfolio volatility, which should be expected, but did not necessarily increase returns versus buy and hold or the 10 month simple moving average system.

Not exact matches

How has a simple 10 month moving average system performed within this portfolio?
One other way, that most people don't have the time for or don't want to do because it is a pain in the butt... if the market keeps moving like this, a simple moving average cross system using «some» time frame, used to «just follow price», buying / selling as price moves above / below the MA cross, works very well, using a stock index ETF or the futures.
How has a simple 10 month moving average system performed within this portfolio?
A QTWO simple trading system based on the QTWO moving average would state to sell when QTWO price drops below its MA and to buy when QTWO price moves above its MA.
For long mean reversion systems, Larry Connors and I used Close greater than 5 Day simple moving average.
The K % Stochastics (also known as Fast Stochastics) iShares S&P US PR S (PFF) Trading system is based on the crossovers of K % Stochastics (3 - bar simple moving average applied to Raw Stochastics) and Signal Lines.
-- only energy balance matters (here comes the school of people saying that the system is trivially simple because it exchanges energy only by radiation)-- only «equilibrium» matters (here comes the school of people who compare the system to a small ball slightly moved away from its equilibrium position inside a spherical bowl)-- space doesn't matter (this is a tautology because if a 3D system can be reduced to 1D and still predicted, then the «neglected» 2 D obviously didn't matter)-- from the above follows also necessarily that everything that happens in the real 3D world can only be noise (here comes the school of people who say that everything averages out)
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