This study use Granville’s moving average method on stock strategies. Moving av-erage which is calculating by closing price and average price, the crossing of the closing line and the moving average as the trading signal, and two kinds of data used to de-termine the signals with trading in second day and third day. In addition, to determine the conditions for the increase in trading volume and the reduction in trading volume were added, and divided into twelve cases under the above conditions. Each company's transaction result collect the total amount of transactions, the investment profit and the average rate of return on investment.
The results of the study show that in the electronics industry, whether they are trading second day or trading on the third day, they are best performing in ROI(Return On In-vestment), especially the second day transaction.
Key Words: taiwan 50 stocks, moving average, ROI (Return On Investment)
