Thursday, July 28, 2011

Returns remain random at moderate deviations from moving average

It was not possible to spot any significant patterns when analyzing short term (3-10 days) price changes versus deviations from short- and mid-term (5, 10 ,50 ,100 days) moving averages for S&P500, EURUSD and gold futures:

Fig. returns versus deviation from moving average, S&P500

Fig. returns versus deviation from moving average, EURUSD

Fig. returns versus deviation from moving average, gold futures

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