ETHBTC: the problem of 'AVG.'

#cryptocurrency pop-quiz, ETHBTC follow-up

The problem of 'AVG.'

In our last quiz-answer on ETHBTC swap-calls, I calculated the average over a year's worth of data, then used that (forward-looking) result to back-test strategies.

no bueno.

This quiz: use SMA-200 and EMA-20 to answer the question.

"What are the sma-200 and ema-20?" you ask.

Fair.

• SMA/simple moving average.
• EMA/exponential moving average.

Using these indicators, create strategies. What are the ROIs of your strategies?

Which one works best for you? Why?

• (answer)