What's so great about low-lag moving averages? Seriously

[Mark Johnson <janitor@xxxxxxxxxxxx>]

Every once in a while I re-read Jurik's website
and Ehler's website and Jurik's book and Ehler's
book, that all make mighty efforts to produce a
low-lag moving average.  But try as I might, I
can't find an explanation of WHY THIS IS GOOD.

In particular, I can't find the smoking gun that
would really teach me the enormous benefit of
low lag moving averages: a before-and-after
test of a mechanical trading system, first using
a conventional-lag moving average, and second
using a fancy low-lag moving average, where the
second system substantially outperforms the first.

It would REALLY be a smoking gun if the best-of-
the-best optimized parameter set for the first
(conventional moving average) system, vastly underperformed
the second (low-lag moving average) system.

But I haven't found such a thing in books or on
the web.  Nor have I been able to create one
in Tradestation or the other testing platforms.

Reluctantly I am coming to the conclusion that
if low-lag moving averages help at all, they
help discretionary traders rather than mechanical
system traders.  I might be wrong.

In fact I HOPE I'm wrong, because I'd love to
learn how to improve the performance of systems
that use conventional MA's.

So I would like to ask, in all seriousness, how
do low-lag moving averages improve the profitability
of trading systems?  I guess my confrontational
stance is, "Just because they have lower lag doesn't
automatically guarantee they are more profitable."

Thanks for any insight,
Mark Johnson