The VP-MACD strategy with sensitivity calibration outperforms standard MACD in profitability, risk-adjusted returns, and downside-risk control on S&P 500, Nasdaq-100, and Dow Jones indices while producing fewer signals.
A comparative study of the macd-base trading strategies: evidence from the us stock market.arXiv preprint arXiv:2206.12282
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A Volume-Price-Adjusted MACD Trading Strategy with Sensitivity Calibration for U.S. Equity Indices
The VP-MACD strategy with sensitivity calibration outperforms standard MACD in profitability, risk-adjusted returns, and downside-risk control on S&P 500, Nasdaq-100, and Dow Jones indices while producing fewer signals.