Subject: Re: Chart: timing with Nas100 RS screen
1,782 days Longest other recovery

That would be really tough to trade through.

That's why most people would not be able to run this strategy.

Here's what I get for the longest bad periods.
10/2/2000 to 11/3/2003 THREE years
Values:
10/2/2000 - $1925 Out on 11/1/2000 at $1731
In on 7/1/2003 at $1731
Timing took you out for 31 months.
That's a long time sitting in a 3% MM fund when your backtest says you should be getting 20+%.


Untimed:
11/1/2000 - $2652
7/1/2003 - $1181

Next date above $2652 was 2/1/2011 at $2634.
An entire decade!
BTW, timed on 2/1/2011 - $5481

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Next one , 2/1/2008
Timed, $3048 to get back in on 9/1/2009 at $3048.
Almost 1.5 years. Timing took you out for 19 months.


Untimed
2/1/2008 - $2080 The high was on 6/2/2008 at $2289
9/1/2009 - $1465
Next date above $2289 was 11/1/2010 at $2396

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Next one, timing took you out 5/2/2022 to 4/3/2023
Untimed, the high was 11/1/2021 and the next date above that was 7/1/2024.
33 month recovery time.

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Most people would not be able to run this strategy.