Conclusions This work provides empirical evidence which confronts the

7 we can see the evolution of the total return obtained from the trading rule applied to the DAX index for a threshold value of 2 and two different configurations of the stop loss: 0.4 and 0.2. These levels were selected from the conclusions drawn from the analysis of correlations shown in Table 2. At the same time inside each figure we can see the return corresponding to each one of the 6 possible take profit levels considered, from 1.0 to 2.0.