Before revision:  We investigate with DFRD+/- the performance of dynamic portfolios constructed upon over 21,000 technical trading rules on 12 categorical and country-specific markets over the study period 2004-2017.
After revision:  We investigate with DFRD+/- the performance of dynamic portfolios constructed upon over 21,000 technical trading rules on 12 categorical and country-specific markets over the 2004-2015 study period, on rolling forward structures of different lengths. We also introduce a discrete false discovery rate (DFRD+/-) method for controlling data snooping bias. Compared to the existing methods, DFRD+/- is adaptive and more powerful, and accommodates for discrete p-values.