<?xml version="1.0" encoding="UTF-8"?>
<rss version="2.0"
	xmlns:content="http://purl.org/rss/1.0/modules/content/"
	xmlns:wfw="http://wellformedweb.org/CommentAPI/"
	xmlns:dc="http://purl.org/dc/elements/1.1/"
	xmlns:atom="http://www.w3.org/2005/Atom"
	xmlns:sy="http://purl.org/rss/1.0/modules/syndication/"
	xmlns:slash="http://purl.org/rss/1.0/modules/slash/"
	>

<channel>
	<title>CXO Advisory &#187; Technical Trading</title>
	<atom:link href="http://www.cxoadvisory.com/technical-trading/feed/" rel="self" type="application/rss+xml" />
	<link>http://www.cxoadvisory.com</link>
	<description></description>
	<lastBuildDate>Fri, 10 Feb 2012 19:21:54 +0000</lastBuildDate>
	<language>en</language>
	<sy:updatePeriod>hourly</sy:updatePeriod>
	<sy:updateFrequency>1</sy:updateFrequency>
			<item>
		<title>Combining Realized Volatility and Simple Moving Averages [PREMIUM]</title>
		<link>http://www.cxoadvisory.com/7901/volatility-effects/combining-realized-volatility-and-simple-moving-averages/</link>
		<comments>http://www.cxoadvisory.com/7901/volatility-effects/combining-realized-volatility-and-simple-moving-averages/#comments</comments>
		<pubDate>Fri, 03 Feb 2012 11:06:47 +0000</pubDate>
		<dc:creator>Steve LeCompte</dc:creator>
				<category><![CDATA[Technical Trading]]></category>
		<category><![CDATA[Volatility Effects]]></category>

		<guid isPermaLink="false">http://www.cxoadvisory.com/?p=7901</guid>
		<description><![CDATA[...evidence indicates that focusing simple moving average trading rules on stocks with relatively high past-year volatility may be profitable. However, potential optimism in assumptions about trade timing and trading frictions for high-volatility stocks suggest caution for this finding.]]></description>
		<wfw:commentRss>http://www.cxoadvisory.com/7901/volatility-effects/combining-realized-volatility-and-simple-moving-averages/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Intrinsic Momentum or SMA for Avoiding Crashes? [PREMIUM]</title>
		<link>http://www.cxoadvisory.com/18235/technical-trading/intrinsic-momentum-or-sma-for-avoiding-crashes/</link>
		<comments>http://www.cxoadvisory.com/18235/technical-trading/intrinsic-momentum-or-sma-for-avoiding-crashes/#comments</comments>
		<pubDate>Mon, 19 Dec 2011 11:07:25 +0000</pubDate>
		<dc:creator>Steve LeCompte</dc:creator>
				<category><![CDATA[Momentum Investing]]></category>
		<category><![CDATA[Technical Trading]]></category>

		<guid isPermaLink="false">http://www.cxoadvisory.com/?p=18235</guid>
		<description><![CDATA[A subscriber suggested comparing intrinsic momentum to simple moving average (SMA) as alternative signals for equity market entry and exit. To investigate, we compare the long run performances of entry and exit signals from intrinsic momentum over commonly used past intervals of 3, 6, 9 and 12 months and from the 10-month SMA (based on <a href="http://www.cxoadvisory.com/18235/technical-trading/intrinsic-momentum-or-sma-for-avoiding-crashes/"><strong>More...</strong></a>]]></description>
		<wfw:commentRss>http://www.cxoadvisory.com/18235/technical-trading/intrinsic-momentum-or-sma-for-avoiding-crashes/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Bonds Lead Stocks?</title>
		<link>http://www.cxoadvisory.com/18101/technical-trading/bonds-lead-stocks/</link>
		<comments>http://www.cxoadvisory.com/18101/technical-trading/bonds-lead-stocks/#comments</comments>
		<pubDate>Thu, 08 Dec 2011 11:09:58 +0000</pubDate>
		<dc:creator>Steve LeCompte</dc:creator>
				<category><![CDATA[Bonds]]></category>
		<category><![CDATA[Technical Trading]]></category>

		<guid isPermaLink="false">http://www.cxoadvisory.com/?p=18101</guid>
		<description><![CDATA[A reader observed and inquired: &#8220;I frequently see a certain cliche in trading blogs&#8230;that, when the bond markets and the equity markets disagree, trust the bond markets. Do you know of any evidence for this? The article &#8216;What Leads to Market Bottoms?&#8217; is one example out of dozens: &#8216;&#8230;possibly the most reliable indicator of a <a href="http://www.cxoadvisory.com/18101/technical-trading/bonds-lead-stocks/"><strong>More...</strong></a>]]></description>
		<wfw:commentRss>http://www.cxoadvisory.com/18101/technical-trading/bonds-lead-stocks/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Improving Moving Average Rules? [PREMIUM]</title>
		<link>http://www.cxoadvisory.com/17734/technical-trading/improving-moving-average-rules/</link>
		<comments>http://www.cxoadvisory.com/17734/technical-trading/improving-moving-average-rules/#comments</comments>
		<pubDate>Wed, 23 Nov 2011 11:06:07 +0000</pubDate>
		<dc:creator>Steve LeCompte</dc:creator>
				<category><![CDATA[Technical Trading]]></category>

		<guid isPermaLink="false">http://www.cxoadvisory.com/?p=17734</guid>
		<description><![CDATA[Is there a reliable way to improve the performance of conventional moving average signals? In the October 2011 and November 2011 versions of their papers entitled &#8220;An Improved Moving Average Technical Trading Rule&#8221; and &#8220;An Improved Moving Average Technical Trading Rule II&#8221;, Fotis Papailias and Dimitrios Thomakos investigate a modification of the conventional moving average crossover trading strategy that <a href="http://www.cxoadvisory.com/17734/technical-trading/improving-moving-average-rules/"><strong>More...</strong></a>]]></description>
		<wfw:commentRss>http://www.cxoadvisory.com/17734/technical-trading/improving-moving-average-rules/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Is There a Best SMA Calculation Interval for Long-term Crossing Signals? [PREMIUM]</title>
		<link>http://www.cxoadvisory.com/4030/technical-trading/is-there-a-best-sma-calculation-interval-for-long-term-crossing-signals/</link>
		<comments>http://www.cxoadvisory.com/4030/technical-trading/is-there-a-best-sma-calculation-interval-for-long-term-crossing-signals/#comments</comments>
		<pubDate>Tue, 15 Nov 2011 11:00:29 +0000</pubDate>
		<dc:creator>Steve LeCompte</dc:creator>
				<category><![CDATA[Technical Trading]]></category>

		<guid isPermaLink="false">http://www.cxoadvisory.com.php5-14.websitetestlink.com/?p=4030</guid>
		<description><![CDATA[...evidence from simple tests does not support a belief that there is a best SMA calculation interval for generating crossing signals to exploit long-term stock market trends.]]></description>
		<wfw:commentRss>http://www.cxoadvisory.com/4030/technical-trading/is-there-a-best-sma-calculation-interval-for-long-term-crossing-signals/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Simple Tests of an Asymmetric SMA Strategy [PREMIUM]</title>
		<link>http://www.cxoadvisory.com/4143/technical-trading/simple-tests-of-an-asymmetric-sma-strategy/</link>
		<comments>http://www.cxoadvisory.com/4143/technical-trading/simple-tests-of-an-asymmetric-sma-strategy/#comments</comments>
		<pubDate>Fri, 11 Nov 2011 11:06:39 +0000</pubDate>
		<dc:creator>Steve LeCompte</dc:creator>
				<category><![CDATA[Technical Trading]]></category>

		<guid isPermaLink="false">http://www.cxoadvisory.com.php5-14.websitetestlink.com/?p=4143</guid>
		<description><![CDATA[A reader asked: &#8220;Should the moving average crossover threshold be symmetrical, or does it make sense to try getting back in close to the bottom?&#8221; In other words, should we perhaps use a 200-day simple moving average (SMA) to stick with the typical long bull market grind upward and then switch to a 50-day SMA <a href="http://www.cxoadvisory.com/4143/technical-trading/simple-tests-of-an-asymmetric-sma-strategy/"><strong>More...</strong></a>]]></description>
		<wfw:commentRss>http://www.cxoadvisory.com/4143/technical-trading/simple-tests-of-an-asymmetric-sma-strategy/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Annual Stock Market Streaks</title>
		<link>http://www.cxoadvisory.com/17281/technical-trading/annual-stock-market-streaks/</link>
		<comments>http://www.cxoadvisory.com/17281/technical-trading/annual-stock-market-streaks/#comments</comments>
		<pubDate>Thu, 27 Oct 2011 16:06:36 +0000</pubDate>
		<dc:creator>Steve LeCompte</dc:creator>
				<category><![CDATA[Technical Trading]]></category>

		<guid isPermaLink="false">http://www.cxoadvisory.com/?p=17281</guid>
		<description><![CDATA[A subscriber asked: &#8220;Is there value in buying any market after it has had three straight down years?&#8221; As a limited test on a market with a reasonably long history, we consider both down and up annual streaks for the Dow Jones Industrial Average (DJIA). We allow streaks to overlap. For example, a streak of <a href="http://www.cxoadvisory.com/17281/technical-trading/annual-stock-market-streaks/"><strong>More...</strong></a>]]></description>
		<wfw:commentRss>http://www.cxoadvisory.com/17281/technical-trading/annual-stock-market-streaks/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Refined Short-term Reversal Strategies [PREMIUM]</title>
		<link>http://www.cxoadvisory.com/2391/animal-spirits/refined-short-term-reversal-strategies/</link>
		<comments>http://www.cxoadvisory.com/2391/animal-spirits/refined-short-term-reversal-strategies/#comments</comments>
		<pubDate>Mon, 17 Oct 2011 10:03:52 +0000</pubDate>
		<dc:creator>Steve LeCompte</dc:creator>
				<category><![CDATA[Animal Spirits]]></category>
		<category><![CDATA[Technical Trading]]></category>

		<guid isPermaLink="false">http://www.cxoadvisory.com.php5-14.websitetestlink.com/?p=2391</guid>
		<description><![CDATA[Does short-term (one-month) stock return reversal persist? If so, is there a best way to refine and exploit it? In the September 2011 version of their paper entitled &#8220;Decomposing the Short-term Return Reversal&#8221;, Zhi Da, Qianqiu Liu and Ernst Schaumburg decompose the total short-term reversal into an across-industry component (long prior-month loser industries and short <a href="http://www.cxoadvisory.com/2391/animal-spirits/refined-short-term-reversal-strategies/"><strong>More...</strong></a>]]></description>
		<wfw:commentRss>http://www.cxoadvisory.com/2391/animal-spirits/refined-short-term-reversal-strategies/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Use VIX Technical Signals to Trade Stock Indexes? [PREMIUM]</title>
		<link>http://www.cxoadvisory.com/16821/volatility-effects/use-vix-technical-signals-to-trade-stock-indexes/</link>
		<comments>http://www.cxoadvisory.com/16821/volatility-effects/use-vix-technical-signals-to-trade-stock-indexes/#comments</comments>
		<pubDate>Fri, 07 Oct 2011 10:02:20 +0000</pubDate>
		<dc:creator>Steve LeCompte</dc:creator>
				<category><![CDATA[Technical Trading]]></category>
		<category><![CDATA[Volatility Effects]]></category>

		<guid isPermaLink="false">http://www.cxoadvisory.com/?p=16821</guid>
		<description><![CDATA[Can the forward-looking aspect of the S&#38;P 500 Volatility Index (VIX) amplify technical analysis? In their September 2011 paper entitled &#8220;Using VIX Data to Enhance Technical Trading Signals&#8221;, James Kozyra and Camillo Lento apply nine simple technical trading rules (three each moving average crossovers, filters and trading range breakouts) to VIX to generate daily trading signals for the <a href="http://www.cxoadvisory.com/16821/volatility-effects/use-vix-technical-signals-to-trade-stock-indexes/"><strong>More...</strong></a>]]></description>
		<wfw:commentRss>http://www.cxoadvisory.com/16821/volatility-effects/use-vix-technical-signals-to-trade-stock-indexes/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>First and Last Hours of Trading [PREMIUM]</title>
		<link>http://www.cxoadvisory.com/16851/calendar-effects/first-and-last-hours-of-trading/</link>
		<comments>http://www.cxoadvisory.com/16851/calendar-effects/first-and-last-hours-of-trading/#comments</comments>
		<pubDate>Tue, 04 Oct 2011 10:00:48 +0000</pubDate>
		<dc:creator>Steve LeCompte</dc:creator>
				<category><![CDATA[Calendar Effects]]></category>
		<category><![CDATA[Technical Trading]]></category>

		<guid isPermaLink="false">http://www.cxoadvisory.com/?p=16851</guid>
		<description><![CDATA[Do U.S. stock market returns during the first and last hours of normal trading days reliably indicate what comes next? To investigate, we analyze average SPDR S&#38;P 500 (SPY) returns during 9:30-10:30, 9:30-15:00, 9:30-16:00 and 15:00-16:00 for normal trading days during 2007 (bullish year) and 2008 (bearish year). Using a sample of SPY one-minute prices spanning 2007-2008, we find <a href="http://www.cxoadvisory.com/16851/calendar-effects/first-and-last-hours-of-trading/"><strong>More...</strong></a>]]></description>
		<wfw:commentRss>http://www.cxoadvisory.com/16851/calendar-effects/first-and-last-hours-of-trading/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
	</channel>
</rss>

