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200 Moving Average
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200 Moving Average
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liberatedstocktrader.com
I Test the S&P 500 200-Day Moving Average. Does it Work?
My testing of the 200-day moving average on 200 years of exchange data revealed that the reward-to-risk ratios in all tests were high, averaging 15:1, and the average profit per trade was satisfactory at 48%. Unfortunately, the percentage of winning trades was very low, at 29%, making this strategy unprofitable overall.
Jul 13, 2023
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