Using
the Directional Day Filter for High Percentage Trading
Recent Testing
To update testing results for the Directional Day Filter
and to further substantiate
the validity of the theory, similar trials were performed using e mini S&P Data from May, 2001 through May
2004.
As in previous examinations, multiple time frames were
analyzed.
This assessment once again demonstrated that the major
trend for the day was
accurately predicted by the indicator on 75% of the days tested.