Testing the Rare Downtrending Golden Cross

20Jun09

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Happy Trading,
ms

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Filed under: Trading Strategies | 9 Comments

1 cordura21 on June 20, 2009 said:

Hi Michael. One question: how do you mechanically define when the series are in an uptrend versus a downtrend? Thanks

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- 2 marketsci on June 20, 2009 said:
  
  RE to cordura21: for this particular discussion, it’s based on the 200-day SMA. SMA up = uptrend, SMA down = downtrend. Thanks, michael
  
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3 Myke on June 20, 2009 said:

Michael – Thanks for the excellent backtest. Maybe a few Buy & Holders will recognize the value of the preventing the big loss using the Golden Cross.

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4 Mike on June 23, 2009 said:

Looks like we have the cross over inplay today.

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5 Ssnt on June 23, 2009 said:

I thought that the golden cross rule uses the SPX weekly moving average, not the daily moving average.

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- 6 marketsci on June 23, 2009 said:
  
  RE to Ssnt: that is one of many, many variations, yes. You’d find the results similar to those here (assuming you’re comparing for example a 200-day SMA to a 40-week SMA). michael
  
  Reply
7 bfmartin on July 1, 2009 said:

Could you share the actual trades data with me I am interested in seeing the underlying data.

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