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Hi Howard

I think that it comes down to your definition of common stocks. As you have alluded to ETF's or mutual funds have different trend characteristics to the S&P500. Other markets such as the ASX 300 or the lower end of the Russell 2000 also exhibit different trend characteristics and in my experience produce quite acceptable results using weekly based trend following systems with appropriate index and position sizing based filters.

I quite enjoyed your book and was struck by the fact that you preferred shorter timeframes. This, apart from a personal preference, might I may suggest, possibly reflect the characteristics of a market such as the S&P 500 rather than other markets with different trend characteristics.

Your posting is greatly appreciated by all of us I am sure. My path along system tetsing has been five years so far and I am sure it will continue for many more. I enjoy all the discussion about system testing and thank you for your contributions.

Cheers

Shane

<blockquote data-quote="Shane Baker" data-source="post: 199219" data-attributes="member: 3232">Hi HowardI think that it comes down to your definition of common stocks. As you have alluded to ETF&#039;s or mutual funds have different trend characteristics to the S&amp;P500. Other markets such as the ASX 300 or the&nbsp; lower end of the Russell 2000 also exhibit different trend characteristics and in my experience produce quite acceptable results using weekly based trend following systems with appropriate index and position sizing based filters.I quite enjoyed your book and was struck by the fact that you preferred shorter timeframes. This, apart from a personal preference, might I may suggest, possibly reflect the characteristics of a market such as the S&amp;P 500 rather than other markets with different trend characteristics.Your posting is greatly appreciated by all of us I am sure. My path along system tetsing has been five years so far and I am sure it will continue for many more. I enjoy all the discussion about system testing and thank you for your contributions.CheersShane</blockquote>

[QUOTE="Shane Baker, post: 199219, member: 3232"] Hi Howard I think that it comes down to your definition of common stocks. As you have alluded to ETF's or mutual funds have different trend characteristics to the S&P500. Other markets such as the ASX 300 or the lower end of the Russell 2000 also exhibit different trend characteristics and in my experience produce quite acceptable results using weekly based trend following systems with appropriate index and position sizing based filters. I quite enjoyed your book and was struck by the fact that you preferred shorter timeframes. This, apart from a personal preference, might I may suggest, possibly reflect the characteristics of a market such as the S&P 500 rather than other markets with different trend characteristics. Your posting is greatly appreciated by all of us I am sure. My path along system tetsing has been five years so far and I am sure it will continue for many more. I enjoy all the discussion about system testing and thank you for your contributions. Cheers Shane [/QUOTE]

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