Who'd have thought such a simple strategy woudl be so profitable - page 2

 
sccz97:
At it's simplest, it's just a JMA crossover strategy. THe only reason why this performs well is that it's fast to pick up on trends. In it's purest form, you're going to get a lot of trades during consolidation periods that will just get stopped out or closed for a loss and have torely on the big moves to make up for the loss.

sccz97,

How much slippage and spread did you use in backtesting? In my experience MA based systems tend to be very profitable before slippage.