On Sept 3,  2013, buying at the open (1st trading day of Sept) when price is above 200 days moving average, would have 92% chance of winning. Note that this signal is to buy at the open and exit the first profitable close or open. So, it is possible that you close this trade out at the close like 9/4/2007. The biggest loser is 9/1/2000 so your win/loss is only 0.25. Stop loss is the usual 2.5%

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