Subject: Re: Timing period examined, 200 vs 325 days
Update 4/2/2026

What I was wondering is if you tested the theoretically possible case that after a sell signal (when you are out of the market) you already buy if GTT turns positive while the market is still skeptical, i.e. stays below the moving average. Probably a rare event...

Yeah, that didn't work out. It had worse results.


On the other hand....
I did another tweak to test the case where you were OUT (due to the normal GTT sell rule) AND both the FRED indicators have turned positive YOY,
AND (here's the tweak) the 10 week SMA was positive.

The idea here is that even though the 10 month SMA is still bad, maybe the 2 month SMA is showing that we are coming off a bottom.

There were a lot more trades, 83 vs. 51, also more whiplashes.
And about 1% higher CAGR. And higher Sortino Ratio.