  Shocking moving average systems  Combining success  To conduct
our test, we chose a market at random — copper on a monthly
basis. Our data set begins in January 1989 and ends in March
2011, providing 267 data points. To perform the test, we shall
begin by using the methodology developed in the displaced moving
averages article.  That is, we buy copper when the second
monthly close exceeds the shifted moving average. We sell any
long positions and go short when the second monthly consecutive
close is beneath the moving average. This will be our control
system.  As demonstrated in "Control system" (below), the
results were not satisfactory for this system by itself. A total
of 10 trades were taken over the 21-year period, including one
open trade at the time of this writing. Of those, only 40% were
winners, and the overall loss before slippage trading one
contract is 16.7¢, or a gross loss of $4,175. The average trade
lost $417.50 before slippage and commissions. Because the last
trade is still open, chances