one23

SPX: Big picture trend-following system

SP:SPX   S&P 500 Index
151 0 1
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.
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