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<p class="MsoNormal" style="line-height: normal; margin: 0in 0.5in 0pt;"><span style="font-size: 10pt;"><span style="font-family: Times New Roman;">This paper examines the effectiveness of nine technical trading rules on the S&P 500 from January 1950 to March 2008 (14,646 daily observations).<span style="mso-spacerun: yes;"> </span>The annualized returns from each trading rule are compared to a naïve buy-and-hold strategy to determine profitability. Over the 59 year period, onlydoi:10.19030/jber.v6i8.2460 fatcat:rxffnmd3nbe45j62uogajhpqga