SPX: Big picture trend-following system

٢٠ سبتمبر ٢٠١٤

Using two EMAs based on Fibonacci numbers and OHLC4, I devised a simple yet highly effective MA-crossover trend-following strategy that would have killed buy-and-hold with only three long exits / short entries dating back to 1981 (so it has great transaction cost and tax efficiency too).

Other notes are on chart, and I hope you enjoy the autopilot strategy.