A reality check on technical trading rul
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Cheol-Ho Park; Scott H. Irwin
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Article
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2009
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John Wiley and Sons
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English
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## Abstract This article investigates the profitability of technical trading rules in U.S. futures markets during the years 1985โ2004. Statistical significance of performance across the trading rules is evaluated using White's Bootstrap Reality Check and Hansen's Superior Predictive Ability tests,