Sunday, August 19, 2012

ERX preliminary system

Over the weekend I played around with the BPENER, MACD and other things, and came up with a system for ERX (3X Energy ETF).  I'm not finished with it, however the statistics are a little ridiculous to say the least.  Since it's a trending system, it does better when the market trends vs chop, hence why it would have made about 160% in 2009 and 200% in 2010, and was more choppy in 2011

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