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It is yet another demonstration of the need to do exhaustive out-of-sample testing whenever proposing a technical analysis tool.
Earlier today I posted a Link to a statistical timing study conducted by CXO Advisory Group that somewhat addresses similar issues. You might find it of some interest since it also offers the buyer-beware-of- statistical-findings message. Here is the MFO Link to my submittal:
Once again thank you for the reference, but far more importantly, thank you for your dedicated and comprehensive research for as long as I can remember. I salute you.
Comments
Thanks for this insightful reference.
It is yet another demonstration of the need to do exhaustive out-of-sample testing whenever proposing a technical analysis tool.
Earlier today I posted a Link to a statistical timing study conducted by CXO Advisory Group that somewhat addresses similar issues. You might find it of some interest since it also offers the buyer-beware-of- statistical-findings message. Here is the MFO Link to my submittal:
http://www.mutualfundobserver.com/discussions-3/#/discussion/3053/seasonal-timing-strategy-update
Once again thank you for the reference, but far more importantly, thank you for your dedicated and comprehensive research for as long as I can remember. I salute you.
Best Wishes.