Why moving-average strategies are risky

Discussion in 'Technical Analysis' started by blakpacman, Nov 9, 2013.

  1. blakpacman

    blakpacman

  2. kut2k2

    kut2k2

    Ignorant article. The author can't envision using MAs beyond the old crossover crap which is so last millennium. I doubt he's even aware of moving averages that don't fit into the sma/ema box.
     
  3. NoDoji

    NoDoji

    Well, it took about 5 seconds of reading to realize that the author has no clue as to what constitutes consistently profitable trading:

    Finding 1: Even the best moving-average strategies don’t always work

    :eek:
     
  4. Awesome. Sounds good to me. I hope he doesn't wonder why he's an author.
     
  5. And he is looking at academic data on the 200ma.

    Your eek is prescient.
     
  6. I liked his pic, but he was sitting on a dunce stool with ihs dunce hat off.

    Very deceptive of him.:eek:

    ahh.... my first smiley.
     
  7. Butterball

    Butterball

    Complete nonsense. You ignore the fact that both mean-reversion and momentum can co-exist on different time-frames.
     
  8. Sergio77

    Sergio77

    Moving averages are both risky and rewarding depending on use. You must be prepared for the drawdown. If you start using them at the point of the drawdown you are screwed. If you are lucky and you start near the beginning of the trend you can make a fortune. Timing is everything.
     
  9. That's what people usually say when they do not see the big picture.

    There seems to be some confusion here, mean-reversion does not simply mean reversal of the trend, regardless of the time frame used.

    Studies and backtests simply reveal that indexes like the S&P 500 (and stocks in general) have a higher tendency to return to their average (mean) than other financial instruments. And as such, they respond better to counter-trend indicators like the RSI.

    For example, shorting stocks that have just made a 3-day low is a losing proposition, contrary to what most people believe. Do the backtest and see for yourself.
     
    #10     Nov 10, 2013