While staying steadfast with MA Cross Over as depicted in the thread, I find the system can be substantially improved if one can identify the whipsaws slightly ahead and remain out of market during those periods. The problem lies in identifying the basic criterion for locating whipsawing period, Methods have been followed using ATR or DMI or using runs test. Results were not to MY satisfaction. If statistically oriented persons can test out I will be willing to provide the infrastructure for the same. Any takers?