The concluding chapter revisits the book’s overarching purpose, summarizing its key contributions to the study of trend-following with moving averages. It begins by identifying and formally defining the fundamental properties of trend-following rules, introducing quantitative methods to measure these properties objectively. Using these metrics, the book conducts a rigorous evaluation of a wide range of moving averages to determine their effectiveness. The analysis extends beyond conventional moving averages to examine exotic and DSP-inspired variants, assessing whether they offer meaningful improvements. Additionally, the book explores the crucial question of selecting the optimal trading rule for tracking trends in specific financial markets. It investigates how market structure, regime shifts, and trading costs influence the optimal choice of parameters and trading frequency. The findings emphasize that while no single rule is universally superior, understanding the tradeoffs between accuracy, responsiveness, and smoothness enables a more informed selection process. By providing a scientifically grounded framework, this book bridges the gap between theory and practice, offering traders and researchers valuable insights into the design and application of trend-following strategies.