EMAs Strategy

 The proposed system is based on the mathematical analysis of a numerical time series .The algorithm calculates 2 exponential moving averages, adapted to the individual asset under consideration, relating to closing quotes.

The trend of the averages highlights the medium-term trend (3 – 9 months), as on the left chart. The one on the right, on the other hand, shows the difference between the two averages mentioned, indicating  the most significant trend reversals, potential opportunities for market intervention.

In particular, when the indicator placed at the bottom reaches the minimum levels you are in the probable presence of a point of reversal of the trend, as well as the achievement of maximum levels preludes to a bearish reversal . The short-term trend refers to a time interval between one week and three months . To see the strategy relevant results , please see site’s Homepage .

Below are some examples of practical application , acting on the working day after the signal (cross above zero following a deep, below zero following a top) as the chart on the right . You can see past levels of interventions with green (in) and red (out) arrows on right charts . This is a long-short strategy .

1/ Main indexes trends and levels

2/ Main indexes trends and levels

US Government , Corporate and High Yield Bonds

Wti Oil and Gold

Basic Resources

Industrial Metals