My constant experience with these things is that I find something that currently works great, but when I back-test, it doesn't work. In this case, if you look at late February to early March last year, the 20 & & 72 EMAs were crossing all the time. Would have lost money then. I'd love to find a simple system that consistently works, but I've looked for years and never found one. Maybe one way is if it works 55% of the time and you trade multiple pairs, then it would average out to a small winning margin system.
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