Trendfollowing Signals
Trendfollowing by definition is not forecasting or predictive. It is reactive to trend signals.
The trading strategy is long-term systematic, rules based trend investing. The Long or Avoid signals are based on four relative strength moving averages. The relative strength benchmark is a 15 percent annualized fixed rate of return. When a stock has a positive Weighted Score, it is a Long designation. Initial entry Buys, or exits, are based on a Volatility Average True Range signal.
The relative strength moving average time segments:
63 day moving average -15% annualized, 40% weight
126 day moving average-15% annualized, 20% weight
189 day moving average -15% annualized, 20% weight
250 day moving average -15% annualized, 20% weight
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