Results from "weekly" system - Entry in May, exit in follwoing March. Universe of stocks was the ASX200 from 1998 to July 2005. System was developed on the ASX100 stocks, but appears to work on other stock universes. Drawdown is not brilliant at 15%, but for a lazy system it certainly shows promise. I used IO and AmiBroker to determine the system criteria as shown in the IO status "swarm" shown below.

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