CapitalTime

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

Sell Signal

2021-10-01

My market timing algorithm gave a “sell” signal today, so I sold the S&P 500 index. This is only within a small account that I use for this experimental strategy. I’m still mostly a passive index investor.

This trade closed the long position that I opened more than a year ago, on June 8, 2020.

The gain between these signals was +37.5% for the S&P 500, and somewhat lower at 29.4% in ZSP, the S&P 500 index in CAD, due to currency effects.

Note: Timing the market is probably a bad idea.

— Jem Berkes