Moving Average as an indicator for entry into the market?

[tech/a]

Sinner

I see the problem.
If you look at post 50 of mine Im answering in response to the
The old hypothesis of strongest stock in the strongest index.

Popularized by Weinstien.
My posts are in direct response to that.

You can argue that that is momentum based I see that.
My point was that I could not find an edge on sector strength
And stock in sector strength.

As for momentum as a whole I'm in agreeance with you and still
Reading your links.

But as for the sector idea I do urge people to forward test it.
It's all over by the time you can identify it---- well that's what I found.

 

[odds-on]

Maybe we should set up a thread where some can put up some "logical hypothesis" and others can do a walk forward test. I would be very interested in the results. Must be a walk forward though - no back testing.

Big Four Banks only

No leverage. Purchase shares in the two banks with the highest grossed up dividend yield as long as the bank with the lowest grossed up dividend yield is greater than a 1 year term deposit plus 3%. Allocate capital using a 2:1 ratio, the bank with the highest grossed up dividend yield gets the larger amount. Rebalance once every 4 weeks on a Wednesday lunchtime.