These results accompany the paper by Papailias and Thomakos (2011)
"An Improved Moving Average Technical Trading RUle"

(c) 2011, F. Papailias and D. Thomakos

All material is free for personal use.
Please do not quote without permission.

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Files Description
=======================================

The folder "data" contains all dataset files.
The folder "raw" contains all the results without any further editing.
The folder "synopsis" contains the differences of modified and standard criteria.

	Please note that all tables in "synopsis" .xls are in the same format as
	tables 1-9 in the paper.

	Panels filled with zeros (0s) indicate lack of sufficient data for the
	particular experiment setup.



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Data Description
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Data Sources: Yahoo! Finance and Federal Reserve Bank of St. Louis

ETFs
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01/04/1999 - 11/12/2010

 1) SPY
 2) VTI
 3) BND
 4) OIH
 5) XLF
 6) QQQQ
 7) EEM
 8) XLE
 9) GLD
10) FXI
11) EWJ
12) IYR
13) XRT


FOREX
--------
01/03/2000 - 04/13/2011

1) EURUSD
2) USDJPY
3) USDCHF
4) GBPUSD
5) EURGBP
6) EURJPY
7) EURCHF


Indices
--------

1) DAX		11/26/1990 - 09/02/2011
2) DJIA		10/01/1928 - 09/02/2011
3) FTSE100	06/20/1986 - 09/02/2011
4) NASDAQ100	06/20/1986 - 09/02/2011
5) NIKKEI	06/20/1986 - 09/02/2011
6) SP500	01/03/1950 - 09/02/2011




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Moving Average Technical Trading Rules
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Modified Rules are denoted by "crit".
Numbers 1 and 2 denote the length used, i.e. 1 for k1 and 2 for k2
Cross-overs are denoted by "CO".
Buy and Hold srategy is denoted by "B&H".

Simple Moving Average: 		MA
Weighted Moving Average: 	WMA
Exponential Moving Average: 	EMA
Wilder Moving Average: 		WILD


