Subject: Re: NH-NL Compared
Zee

I am unsure of the meaning of your response to Ironzi. Do the table you first posted have whipsaw reduction? If yes, is that why the WMA performs better than the EMA?

13-Day Exponential Moving Average

Date Signal Return $100.00 % Gain
1/2/2018 BULL 24.69% $124.69 24.69%
10/5/2018 BEAR 5.70% $131.80 31.80%
1/31/2019 BULL 42.26% $187.49 87.49%
2/27/2020 BEAR -31.84% $127.80 27.80%
4/29/2020 BULL 209.83% $395.97 295.97%
11/22/2021 BEAR 47.38% $583.58 483.58%
1/13/2023 BULL 0.00% $583.58 483.58%
1/13/2023


9-Day Weighted Moving Average

Date Signal Return $100.00 % Gain
1/2/2018 BULL 27.74% $127.74 27.74%
10/4/2018 BEAR 8.45% $138.54 38.54%
1/31/2019 BULL 58.08% $219.00 119.00%
2/26/2020 BEAR -24.99% $164.28 64.28%
4/29/2020 BULL 213.61% $515.19 415.19%
11/18/2021 BEAR 60.84% $828.60 728.60%
1/9/2023 BULL 7.60% $891.54 791.54%
1/13/2023

Thanks

Craig