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Optimal Intrinsic Momentum and SMA Intervals Across Asset Classes [PREMIUM]

“Intrinsic Momentum or SMA for Avoiding Crashes?” compares a 10-month simple moving average (SMA10) and various length intrinsic momentum (IM) measurement intervals for timing the Dow Jones Industrial Average (DJIA) over the long run. SMA10 is likely close to optimal for the DJIA sample per “Is There a Best SMA Calculation Interval for Long-term Crossing Signals?”. A More
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