Following our success with the Adaptive RSI we reasoned that even better information could be obtained if we utilized all three adaptive indicators in MESA91. As with the TrendLine, however, we didn't want to spend hours trying to determine which rules to use. So again, we let the NeuroShell Prediction Wizard decide. We set the range for the Lowest Period (LP) from 6 to 18 to limit the range around the default value of 12 for all three adaptive indicators. For the Highest Period (HP) parameter we set the range between 19 and 30, with a default value of 24. The results show a very nice 35.1% Annual Return on Trades for the out-of-sample Trading period.
