One relatively new blog I’ve begun to read and enjoy is MarketSci. Over the weekend I decided to check out some the past posts and studies on his blog. I was surpised to find one post eerily similar to my own Trend vs. Chop study that he published in July. Michael’s findings agreed with my own with some additional twists. He also looked at results above and below the 200-day moving average, and he looked at bonds as well.
I’ll be expanding the study again and publishing some results based on weekly bars a little later.
MarketSci also had an interesting post last week which expanded nicely on my recent SOX studies suggesting the SOX can act as a leading catalyst for the broad market.