Subject: Re: Coppock Signal
This curve, definition from Investopedia?


The Coppock Curve can be calculated as follows:
Coppock Curve = WMA10 of (ROC14 + ROC11)
Where:

WMA10 = 10-period weighted moving average
ROC14 = 14-period rate of change
ROC11 = 11-period rate of change
Given this formula, proceed through the following steps:

Calculate ROC14 using the most recent monthly closing price relative to 14 periods (months) ago.
Calculate ROC11 using the most recent monthly closing price relative to 11 periods (months) ago.
Add ROC14 to ROC11. Continue to do this each period going forward.
Once there are at least 10-periods of ROC14 added to ROC11, take a weighted moving average of the last 10 values. Continue to do this each period going forward.

If above is correct:
it's a 10 month weighted average of the sum of 14 month and 11 month returns.

How robust is it to fiddling the 10,14,11 numbers etc etc?
As it stands, it doesn't seem very appetizing.