Articles on investing and capital management, with a quantitative focus.

#bullsignals - Algorithm-driven market timing

Sell Signal


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 since the previous buy signal.

I trade part of my stock allocation using this strategy.

Warning: Timing the market is probably a bad idea.