StochClose Strategy (Part 6) – Update, Thoughts on Cherry Picking, Testing with a Moving Average Filter
The StochClose strategy offers a systematic approach to trading a defined ETF universe. This is the sixth installment of a five-part series that started with an introduction to the StochClose indicator on April 21st. This first installment covered the rationale for the indicator and its settings, the signal thresholds and a ranking table. The second installment tested a momentum-rotation strategy, the third outlined a