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| FEB 1987
Profitability of selected technical indicators: U.S. T-Bond futures by Steven L. Kille and Thomas P. Drinka
Profitability of selected technical indicators: U.S. T-Bond futures by Steven L. Kille and Thomas P. Drinka In the December 1985 issue of this magazine, we reported the results of applying moving averages, momentum, %R, and Relative Strength (RSI) to five December corn futures contracts. We also reviewed the formulas and trading techniques for these popular indicators. For each, we presented the net trading profit or loss generated by the five most profitable parameter sets from exclusively long positions, exclusively short positions, and alternating long and short positions.
by Steven L. Kille and Thomas P. Drinka, Ph.D
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