DeMark studies tested in commodities markets

A researchers from ETH Zurich have tested three Tom DeMark indicators for their predictive power in the commodity futures markets.

They tested the Sequential, Combo and Setup Trend indicators from January 2004 to January 2014 across 21 commodity futures markets, and found  that all three DeMark indicators had predictive power in the commodity futures markets tested. The entry signals generated by the Sequential indicator were statistically significant for either long or short signals in all the markets tested apart from platinum.

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