Moving
Averages in Stock Index Futures
(Aug. 25, 1999)
"I have just discovered
your website and I am sure you can help. I am looking for a trading system based
on moving averages (or a moving average), which has been extensively backtested,
and is as recent as possible. I want to apply such a system to stock index futures
- position trading not day trading. The only data I have been able to get hold
of is way out of date.
I see much mention of the 40/20 system. Am I right in thinking that this refers
to moving averages of 40 days and 20 days?
I
am sure you must have a wealth of information of the sort I am looking for. Is
there a way of searching what you have? And can I have any information sent to
me in the UK -after payment of course. I look forward to hearing from you."
T.S.
Editor-in-Chief
Courtney Smith: Thanks for the enquiry!
First,
a lot of trading systems don't work as well on stock indexes as on other futures
contracts so beware!
Second,
the 40/20 System actually is a channel breakout system that performed very well
on stock indexes. We give the complete rules and results for all the key futures
contracts, as well as stock indexes, in the issue of CTCR.
Third,
the best way to search for info is to use the search feature on the home page.
I also recommend looking at the Previously Reviewed section to get a capsule of
our opinion on various products.
Lastly,
if you see some information that looks useful, you can always order it online.
It's easy! Once again, thanks for the enquiry!
