Future changes to the strategies entertained
Select the funds to use more carefully, maximizing diversity and predictability.
Investigate a wider range of indicators, including trading volumes.
Decide how much flexibility to allow with moving averages.
Determine the constraints on rapid switching and incorporate them explicitly.
Maximize risk-adjusted and cost-adjusted profit.
Investigate which patterns are due to weaknesses in the design and management of mutual funds, and which patterns could be exploited using other securities such as S&P500 futures.