You guys might have an interest in this academic research that looked at SPI futures and the results were that the AMA produced the best outcome. Kind of long but worth a read if you're into moving averages. I was using a crossover system that worked really well on backtesting, but not so well on live data - ha.
http://www.idosi.org/mejsr/mejsr21(8)14/8.pdf
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You guys might have an interest in this academic research that...
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