Thursday, March 1, 2012

2012/03/01 InOutSignal triggers long-term BUY for S&P 500

On February 29, 2012, the second monthly candle of the S&P 500 closed above its 12-month SMA. Consequently, on March 1, 2012 the InOutSignal strategy has triggered a new long-term BUY signal for the S&P 500 (SPX, SPY).


 Signal rules for the 12-month-SMA (blue-line) trading strategy:
                 - Go long on 1st day of a new month when 2 monthly candles
                  have CLOSED above the 12-month-SMA
                 - Go short on 1st day of a new month when 2 monthly candles 
                   have CLOSED below the 12-month-SMA

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