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The Profitability of Technical Trading Rules in US Futures Markets:A Data Snooping Free Test

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To determine whether technical trading rules have been profitable in US futures markets, this study confirms and replicates a well-known 1988 study by Lukac, Brorsen, and Irwin. Results indicate that substantial technical trading profits during the 1978-1984 period are no longer available in the 1985-2003 period.

AgMAS05 04

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