  The aim of this paper is to compare the performances of the optimal strategy
under parameters mis-specification and of a technical analysis trading
strategy. The setting we consider is that of a stochastic asset price model
where the trend follows an unobservable Ornstein-Uhlenbeck process. For both
strategies, we provide the asymptotic expectation of the logarithmic return as
a function of the model parameters. Finally, numerical examples find that an
investment strategy using the cross moving averages rule is more robust than
the optimal strategy under parameters mis-specification.
