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.
Predicting stock price trend using macd optimized by historical volatility.Mathematical Problems in Engineering, 2018(1):9280590
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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.