Trend-Following Indicator Back-Tests

March 6, 2012 | By jackieannpatterson | Filed in: Technical Strategies.

Have a look at my research on trend-following indicators in which I systematically analyzed 10 ways to ride the trend in US stocks. The back-testing was done with Wealth-Lab Pro(R) for Fidelity Investments. The stocks considered were the S&P500 components. The 10 indicators tested were:

  • Average Directional Movement Index (ADX)
  • Commodity Channel Index (CCI)
  • Channel Break-Outs (NH/NL)
  • Moving Averages (MA)
  • Moving Average Crossover (MAXO)
  • Moving Average Convergence Divergence (MACD)
  • Momentum (Mo)
  • Rate of Change (RoC)
  • Linear Regression
  • Chaiken Money Flow (CMF)

Check it out – the data may surprise you!
https://www.fidelity.com/learning-center/technical-analysis/how-to-befriend-the-trend


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2 comments on “Trend-Following Indicator Back-Tests

  1. Jeff says:

    The link to the Fidelity site appears to be broken. I was wondering if there was an alternative way to see your results?

    Thanks!

  2. jackieannpatterson says:

    This video presentation covers a lot of the same information as the Fidelity article:
    http://www.backtestingreport.com/frbe/ETFRotationVegas2012/ETFRotationVegas2012.html

    (Fidelity normally takes down content after awhile. They don’t keep the articles up forever and that is why the link doesn’t work.)

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