Articles on investing and capital management, with a quantitative focus.
Scaling down my market timing
Although my BullSignals market timing has given reasonable results for a few years, I've decided to scale down... #bullsignals
My market timing algorithm gave a buy signal today, September 6. After two weeks in cash, this resumes a long position in stocks. #bullsignals
My market timing algorithm gave a sell signal today, August 21. This gives a +6.4% total return in XIU and +9.4% total return in SPY.... #bullsignals
My algorithm evaluates stock market strength and tries to detect periods of high risk... #bullsignals
Timing the market is probably a bad idea
I'm aware that it's generally a bad idea to try "market timing". Trading in and out of the market usually gives worse performance... #bullsignals