Starting to get some distance between the ROC252 and ROC5.
The system is down -0.5% for 2012. Not great, but remember this was started as a long-term trend following method. Watching it handle lots of whip-sawing and volatility in real-time has been interesting…
Still, if the ROC252 can manage to stay above the ROC5 during the next pullback, we may be seeing the emergence of a long-term trend signal on the long side. I’m not saying the signal will be correct. But it’s the first one that’s emerged since November 2011.
What’s it say after today?
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Still long Jake.