Does Trend Following Work on Stocks?

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Iron
Posts: 6793
Joined: Fri Dec 11, 2009 10:51 pm

http://www.trendfollowing.com/whitepape ... stocks.pdf

The stats on the 'Expectancy Studies' page cover over 18,000 trades over 22 years, and show a very nice overall profit.

Jeff
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superfrank
Posts: 2762
Joined: Fri Aug 14, 2009 8:28 pm

it does on Betfair's stock!

http://www.bbc.co.uk/news/business/mark ... _month.stm
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Iron
Posts: 6793
Joined: Fri Dec 11, 2009 10:51 pm

Yep! It won't be too long before it's a penny stock at this rate! :lol:

Jeff
superfrank wrote:it does on Betfair's stock!
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