From the September 01, 2012 issue of Futures Magazine • Subscribe!

System development with MAAD line

After the initial data computations and observations of MAAD and NYAD charts, the assumption was that MAAD ought to consistently outperform NYAD over time. The objective algorithm constructed and tested underscored that original conclusion (see “MAAD system performance,” below).

Despite the insertion of a wide variety of duplicate inputs in the MAAD and NYAD algorithms, in no instance did NYAD outperform MAAD. NYAD consistently demonstrated lower levels of profitability in all instances while also creating more trades, many of which were unprofitable. Profit ratios also were noticeably lower in NYAD, as were the cumulative compounded percentage returns and compounded annual percentage returns.

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