Is moving average strategy effective? Based on the Shanghai composite index 500 and the Growth Enterprise Index 100

Abstract

With the development of China's securities market, the size of the Shanghai A-share market and the number of participants are also growing. There are more than 40% of individual investors in China’s stock market, although market participants want to achieve a satisfactory return on investment, the actual situation is nearly 70% of individual investors are in a state of loss. What’s more, the current stock market has been going through a big change since the landed of the Science and Technology Board. The genre of stock forecasting analysis on the market is mainly "Fundamental analysis" and "technical analysis". Through the study of the moving average strategy in the trend technical analysis, we try to help investors broaden their horizons, enabling investors to obtain excess returns in actual operations through the moving average trading strategy, thus making the situation of the loss to improve.