Evaluate the performance of any two technical trading rules (e.g. MAC-O and TRB-O .. etc) using any market data for any recent period. (One excellent source of data on stock market performance is Yahoo Finance.)
References (you are expected to read more than the following papers):
Brock, W, Lakonishok, J & LeBaron, B 1992, Simple Technical Trading Rules and the Stochastic Properties of Stock Returns, Journal of Finance, vol. 47, no. 5, pp. 1731-64.
Ratner, M & Leal, RPC 1999, Tests of technical trading strategies in the emerging equity markets of Latin America and Asia, Journal of Banking & Finance, vol. 23, no. 12, pp. 1887-1905.
Campbell, H.M. (2011) Simple Technical Trading Rules on the JSE Securities Exchange of South Africa, Part 2, Proceedings of the World Congress on Engineering 2011, Vol. I, WCE 2011, July 6 – 8, 2011, London, UK.