We consider whether popular moving average and trading range breakout technical trading rules are profitable on a subset of the US stocks with certain size, liquidity and industry characteristics. We find these rules are rarely profitable during the period 1990 to 2004, however there is some...

We consider whether popular moving average and trading range breakout technical trading rules are profitable on a subset of the US stocks with certain size, liquidity and industry characteristics. We find these rules are rarely profitable during the period 1990 to 2004, however there is some...

We consider whether popular technical trading rules are profitable on a subset of U.S. stocks with certain size, liquidity, and industry characteristics. We find these rules are rarely profitable during the 1990 to 2004 period, however there is some evidence they are more profitable for smaller,...