Experiment 5

Experiment 5 took place from 6/14 through 6/24. The results of Experiment 4 were encouraging, and they seemed to indicate that the 1-5-15 timeframe was the most profitable.

For this experiment, we used the MACD, DMA and MAFR versions at the 1-5-15 timeframe, but we tested whether the 1 SD exits are better or worse than the 2SD exit triggers.

Results (shown below) indicated that 2SD exits were more profitable and consistent as determined by the Q-metric. See experiment 3 for interpretation.