Can purely mechanical MA cross-over systems last? No way. They will all fail at one point. Even the super brains over at LTCM couldn't keep the show on the road indefinately. Even equity value investors have lost their edge over the past decade.
The answer to fx trend following is: Flow analysis. It's boring, it's dry, it's academic, but it works.
The answer to fx trend following is: Flow analysis. It's boring, it's dry, it's academic, but it works.