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

#bullsignals - Algorithm-driven market timing

Another Sell Signal


My market timing algorithm gave a Sell signal on August 21. This is the fifth signal this year, which is more than I would like to see. Frequent signals/reversals mean that the algorithm is making wrong choices and ending up on the wrong side of the market.

This new Sell signal appeared despite incredible strength in the S&P 500 index. The index is up 16% year-to-date.

Jem Berkes