Why The Spy 160 Day Moving Average Matters
You can apply this trading strategy to different markets like forex, stocks, futures, etc Looking at the 50/0 day crossover, the best moving average was the exponential moving average (EMA) which gave a annualised return of 596% with a maximum drawdown of 17% The worst performing moving average was tied between the Hull moving average and the least squares moving average 2 S&P 100 portfolio test
