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I too have found a simple (2 inputs, no smoothed indicators) intermediate
term (2 days - 2 months) model with painfully loose stops has worked best for
me... The model is purely mechanical, and trades the S&P's long and short. I
trade around the model, and go against it once in a while, but it almost
always cost me money. I still have not learned to stick to it 100%--I guess
that is out of boredom.
-Seth
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