This is a followup to Friday’s optimism about the % change band. I refined the concept a bit and here are the results for GE… a system I call the Delta Band. The performance metrics for TLT are almost identical and initial studies suggest this signal could be a useful swing trading tool, especially if combined with the MRSI, VIXEN and Z-score signals. As a result I’m building a Situations suite of those signals as a free standing trading module.
The GE equity curve displays a nice linearity and the win/lose ratio is also attractive. Average holding time is 6 days, Long or Short, which is similar to both the MRSI and Vixen. The TLT equity curve is very comparable.
