| Summary: | 碩士 === 國立高雄應用科技大學 === 金融系金融資訊碩士在職專班 === 106 === Abstract
This dissertation mainly discusses whether it is possible to judge the entry and exit points of stocks by the simplest type patterns and observed line patterns of technical analysis, and establish a simple operation investment strategy to obtain a stable reward. During the period from 2014 to 2017, the study period was four years. The samples observed were stocks of the Taiwan stock market and listed companies.
Observe the sample data during the period, match the established entry criteria and the three major exit criteria, do not set a position, use the observed data to obtain the actual rate of return, the annualized rate of return and the cumulative rate of return, and discuss the stability and effectiveness of the strategy.
The empirical results of the study are as follows:
With the established entry criteria and the three major exit criteria, the winning divestment strategy created by the bottom divestment buyout strategy is as high as 98%, and when systemic risks occur and the market turns upward at the bottom, this strategy is most favorable.
Using this investment strategy, the rewards that can be obtained are effective investment strategies.
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