Journal of Technical Analysis - Market Technicians Association

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® Pr<strong>of</strong>essionals Managing <strong>Market</strong> Risk • Incorporated in 1973 74 Main Street • 3rd Floor • Woodbridge, NJ 07095 • 732/596-9399 • fax 732/596-9392 • www.mta.org 61 Broadway • Suite 514 • New York, NY 10006 • 646.652.3300 • www.mta.org
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® Professionals Managing Market Ri
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2 Julie Dahlquist, Ph.D., CMT Unive
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1. All submitted manuscripts must b
Page 7 and 8:
6 Roll of the Dice Let us compare t
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8 Chart 1 Chart 2 displays an arrow
Page 11 and 12: 10 We have displayed the right tail
Page 13 and 14: 12 Technical Analysis Redefined Com
Page 15 and 16: 14 Appendix 3 All Signals Listed Jo
Page 17 and 18: 16 Appendix 5 Jo u r n a l of Techn
Page 19 and 20: 18 Acknowledgement All charts have
Page 21 and 22: 20 Chart 1 VPC = VWMA- SMA short-te
Page 23 and 24: 22 It’s important to note when us
Page 25 and 26: 24 is an uneven match. The VPCI use
Page 27 and 28: 26 Inferring Trading Strategies Fro
Page 29 and 30: 28 Because the turning points have
Page 31 and 32: 30 Annualized performance of the tr
Page 33 and 34: 32 Conclusions The PDF has been sho
Page 35 and 36: 34 About the Author John Ehlers is
Page 37 and 38: 36 Rotational Trading Rotational tr
Page 39 and 40: 38 Figure number two is a profit di
Page 41 and 42: 40 Figure 4 plots a weekly comparat
Page 43 and 44: 42 Ichimoku Kinko Hyo Véronique La
Page 45 and 46: 44 The position of the market relat
Page 47 and 48: 46 Finally, due to a much larger ti
Page 49 and 50: 48 Figure 11: Tk4, example on coppe
Page 51 and 52: 50 Using Style Momentum to Generate
Page 53 and 54: 52 Performance of 12,1 Style Index
Page 55 and 56: 54 Sharpe ratio is calculated as fo
Page 57 and 58: 56 Benner’s Prophecies of Future
Page 59 and 60: 58 2 [Ed. note… Giving Benner plu
Page 61: 60 2009 Charles H. Dow Award The co
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Journal of Technical Analysis - Market Technicians Association

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