Trend Following or Reversion to Mean

Quote from aqtrader:

It is an interesting topic. The idea is easy to prove using a proper TA tool set.
Here is the result I got by feeding the test using 6435 NYSE and NASDAQ stocks EOD
data from 1962 to the present. The result is not as good as expected.
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May I ask what are the parameters you set up to define the Trend so your calculations are based on something?
 
Quote from ProfLogic:

May I ask what are the parameters you set up to define the Trend so your calculations are based on something?
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I did not define any parameters, but simply apply the 200day MA as described in the original article. Sure, there are lot of definitions of the trend which may show different performance.
 
5 days down and above 200day ma
CTDC ELK MYGN NICH NTGR PFSW SSP

5 days up and below 200day ma
AIN ASFI ASPV ASVI BEXP BKMU BKUNA BLG BOOM BPOP BRO CAT CATY CBH CBST DUK EMAG ERES ERF ESE FDG FL FMER FRO FTO HMB HPOL HWAY JRCC LFG LNX LUK PBKS PLNR PNR PQE RAVN ROK SAFT SBIB SCSS SGMS SM SRT SUN TARR TMY TNT TOO TOPT TSCM UNT VLO WIRE WL WMGI
 
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