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| MAY 1987
RSI profitability with money management by Thomas P. Drinka and Steven L. Kille
RSI profitability with money management by Thomas P. Drinka and Steven L. Kille In the April 1987 issue of this magazine, we reported the results of applying moving averages, momentum, Williams' %R, Wilder's Relative Strength Index, and Wilder's Directional Movement Index to Eurodollar futures traded at the International Monetary Market of the Chicago Mercantile Exchange. In the April article and this one, we report simulated trading of the 1983-1985 March, June, September and December contracts for the period of Dec. 2, 1982, through Dec. 1, 1985. Simulations were conducted on the nearby contract only, with roll-over occurring on the first trading day of the expiration month. Trades were made at the open, and a $100 commission was charged per turn.
by Thomas P. Drinka and Steven L. Kille
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