Long Term Trend Trading: SPY,EFA,EWJ

Description:

This portfolio invests in 3 indices: S&P500 (SPY), MSCI EAFE (EFA), and Nikkei 225 (EWJ) at equal weighting. Use SPY, EFA, and EWJ for trading signals, but use leverage ETFs or Funds that track the same indices.
SPY: SSO / SDS
EFA: UNPIX / UXPIX
EWJ: UJPIX / UKPIX

Trading rules are:
1) Go long (short) if SMA 100 is above (below) SMA 350.
2) Trailing stop of 10% loss of trade entry price or 25% loss of last high (low) during current position, whichever most limits your losses.
3) If stopped, re-entry if price breaks the upper (lower) 20 day / 2x stdev Bollinger Band.
4) Reverse positions at SMA 100/350 crossovers.

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