Post #215 by Ebbtide on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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Although designed for monthly use, a daily calculation over the same period can be made, converting the periods to 294-day and 231-day rate of changes, and a 210-day weighted moving average.

Out of curiosity, I set up the daily version of this. It just went positive at the close on Feb. 1. Oddly enough, the same day the other slow "timing signal" (99 day high) went positive. This daily version of the Coppock had indicated a "sell" on Sep. 16 last year, slightly front-running the end of month signal. Subject to my doing things correctly, of course. (Another oddity -- the end of month Coppock signal occurred on the same day mungofitch's long-term signal "called the bottom" - go figure).

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