The ACD Method
- Thread starter sbrowne126
- Start date
Right off the QTR A up.
Friday's ISEE all securities index was 85 and the 10 day moving average was 88.
I've been running various excel sorting of data and the 10 day moving average provides an interesting look at the ensuing returns of 5, 10, 21, 42, 63 and 126 days later. Since 4/1/2002 there have been 14 instances where the 10 day MA was 88 and you can see the results on the attached.
I was interested what the best results for 5, 10, 21 etc were over the years. That is, what where the daily, 10, 20 and 50 day moving averages doing on the best and worst days. I'll attach a few of the results with the best and worst 50 days.
See any tells here? What would be a better sort?
ISEE info here:
http://www.ise.com/market-data/isee-index/
I've been running various excel sorting of data and the 10 day moving average provides an interesting look at the ensuing returns of 5, 10, 21, 42, 63 and 126 days later. Since 4/1/2002 there have been 14 instances where the 10 day MA was 88 and you can see the results on the attached.
I was interested what the best results for 5, 10, 21 etc were over the years. That is, what where the daily, 10, 20 and 50 day moving averages doing on the best and worst days. I'll attach a few of the results with the best and worst 50 days.
See any tells here? What would be a better sort?
ISEE info here:
http://www.ise.com/market-data/isee-index/
Hey Mav, what's a good proxy to shorting USD/TRY...my broker does not offer this pair. Do you think USD/MXN correlates well?
No different trade dynamics. Mexico is a huge exporter of oil. Turkey is simply an emerging economy. There are far more dollars being swaped back and forth between Mexico and the US then Turkey and the US.
I've been stalking the cable short for awhile. I'm in another pair. But yeah my GBP/USD is confirmed on the number line. I think the cable complex is a good area to be short.
Cable is cracking all over the place.