Ulku, Numan - In: Istanbul Stock Exchange Review 11 (2011) 41, pp. 25-44
by short-term traders, still performs positively on DJIA and produces significantly positive profits on the ISE-100 index … the technical rules tested by BLL have recently disappeared on DJIA, and that these rules have performed better on the ISE …-100 index. I notice one exception which BLL overlooked: The 22-day simple moving average rule, which has been widely used …