PT - JOURNAL ARTICLE AU - Kevin Bracker AU - Chris Morran TI - Tactical Currency Allocation Revisited AID - 10.3905/joi.1999.319369 DP - 1999 Aug 31 TA - The Journal of Investing PG - 65--73 VI - 8 IP - 3 4099 - https://pm-research.com/content/8/3/65.short 4100 - https://pm-research.com/content/8/3/65.full AB - This paper analyzes four previously documented regularities in the currency futures markets and develops four simple trading rules based on these regularities. These trading rules are examined both separately and in combination, and all but one generate significant profits over the full sample period from January 1978 through May 1996. The trading rules appear to be losing their power, however, and become less profitable over the more recent from January 1992 through May 1996.