Road Trip through the Grand Canyon

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I'll be gone for a couple of weeks on a road trip through the Grand Canyon.  I'll be going with a bunch of lawyer friends.  Exciting.

In the meantime, chew on this.  I hate technical analysis systems.  As an "Economist" I've been corn fed the random walk (w/upward drift) nature of the markets.  

After doing some own statistical testing, I've come to the conclusion that some technical analysis systems are just as valid as card counting or sports betting.  I won't go into too much details, because I hate people who post on the internet who talk too much.  I guess I'm a self-hater.  

Anyway, one of the most basic things I've found is that a Simple Moving Average Crossover system with a short period and a long period have statistically significant benefits of reducing losses in the S&P.  Coupled with one of those Ultra leveraged funds, well, you get the idea.  (Further Reading)



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