Longer rolling time periods can be added. The choice is infinite, the profiles revealing.
In the chart above, I have added one-year rolling periods for the system and for the SP500, in addition to the 6-month periods we have been studying.
The underlying numbers for these and additional periods show that the average multiple of better performance of the Winning System over the SP500 is about three and a half to one. If you trade or invest $10,000, your average period yields $35,000.
Added periods pay off in the analysis of hidden forms of price behavior rolling through the markets, as we have just seen. The longer the period, the smaller the chance of losses and the greater the chance of always having gains.
Period studies contribute to a deeper and wider understanding of selection and timing in the market place--much to your benefit by reducing the emotion content of your decision making and enhancing its objective, rational side.
You are empowered now, in a new way, by your enlarged knowledge of their presence and behavior.
