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MTPredictor and market meltdowns


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  #1 (permalink)
psears
Richmond, VA/USA
 
Posts: 35 since Nov 2012
Thanks Given: 3
Thanks Received: 11

Hello,

I was wondering if anyone has backtested MTPredictor on historical data that has involved the major market blowups over the last 25 years or so? 1987 Black Monday? Asian Crisis 1997? LTCM and Russia 1998? Credit Crisis 2008?

These are all major Black Swan moves that have made or broken many a hedge fund manager and retail trader alike. A simple moving average crossover would have caught most of these-did MTPredictor's version of Elliott Wave catch them?

Thoughts?


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  #2 (permalink)
Griff1
Bristol, UK
 
Posts: 33 since Mar 2012
Thanks Given: 0
Thanks Received: 44

Hi,

Although I am the software developer, I hope I can answer this question and post a chart showing these, as I have data that covers these periods.......

Thanks

Steve


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