CapitalTime

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

BullSignals

These are not stock recommendations or advice. I have shut down this active strategy; see the final post below.

I’ve been using this trend-following algorithm (BullSignals) for a few years, and began trading a dedicated account in January 2020… #bullsignals

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… #bullsignals

My market timing algorithm gave a Buy signal on November 18, which is the first new signal in ten months. I’m a bit surprised… #bullsignals

My market timing algorithm gave a “sell” signal today. It’s picking up weakness in non-US markets and projecting that… #bullsignals

My market timing algorithm gave a “buy” signal today, so I bought the S&P 500 index. Not much time has passed since the recent… #bullsignals

My market timing algorithm gave a “sell” signal today, so I sold the S&P 500 index. This is only within a small account… #bullsignals

I continue to run my algorithm-based trend following strategy, to a limited extent. I keep this in a separate account… #bullsignals

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

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