Futures Trading with the Hull Moving Average

Learn the Hull moving average and its use in futures trading, including lag reduction vs traditional moving averages. Review back-test results and a practical overview of the calculation.

Recognize risk disclosure for futures trading, as leveraged products carry higher risk; this educational content is not a recommendation and past results are not indicative.

Observe how moving averages smooth price action and filter out noise on gold futures, highlighting trends on a 10-minute chart with a 16-period closing-price average.

Compare the simple moving average and exponential moving average, noting how recent prices get weight in the EMA and how the Hull Moving Average reduces lag while following price closely.

Explore the Hull Moving Average (HMA) for reduced lag with smoothing, using a 16-period example, and learn to use turning points as entries and exits in a two-average system.

Compare Hull moving average and exponential average in a daily, two-moving-average back-test across 12 futures markets, using a medium-term filter and two-bar upturn entries with no pyramiding.

Contrast hull moving average against exponential moving average in a five-year futures back test, showing ema yields net losses while hma delivers positive results with about 35% profitable trades.

Analyze expanded back-testing of the Hull moving average versus the EMA across multiple short-term and medium-term combinations, using a heat-map to highlight profitability, stability, and consistency.

Test intraday 30-minute frames across 12 futures markets; Hull moving average slightly outperforms the EMA but incurs higher costs and noise. Experts note longer time frames offer more reliable signals.

Compare the Hull moving average to the EMA, showing the 10/40 setup yields about $74k in profit with an $80k drawdown and uses the profit-to-drawdown ratio to assess risk.

Explore the hull calculation and learn to reproduce it in Excel. Understand the weighted moving average, where recent prices carry more weight, via a six-bar example.

Compute a six-period Hull moving average using four steps: a six-period WMA, a three-period WMA, a subtraction, and a final WMA based on the square root of six.

Compare HMA and EMA crossovers across three moving average pairings (10/50, 15/60, 20/70) on a daily, five-year study of twelve futures markets, signaling trades at the open after each cross.

Back test the hull moving average with the ema to assess profitability and consistency across the same time frame and markets, showing steadier results with 10- and 15-period short-term averages.

Assess how the faster hull moving average outperforms the ema in directional tests. Suggest a futures system with short-term as trigger and medium-term as filter.