Lutey, Matthew; Rayome, Dave - In: Global Business & Finance Review (GBFR) 27 (2022) 5, pp. 17-26
Purpose: We show that the Ichimoku Cloud can forecast stock returns in the U.S., Canada, Germany, and U.K. Design/methodology/approach: We use a regression of next months index return regressed on the Ichimoku Cloud entry signal for price crossing above 9 periods, 26 period, 52 periods and a...
