Post #3380 by anchak on the US Policy board

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Paul....If I understood it correctly ( I read the Google doc) -here's the surmise

(1) Its a July 1st switcher -because the YTD return cant be printed beforehand

The 2 overarching conditions are

(a) Inverted Yield curve in the lookback 2 year window: Y/N ( Recession horizon)
(b) Not Yr2 Pres . July-June PY2-PY3 - Hold always Y/N ( Seasonality specifically Pres Cycle)

(3) Then price checks ( ie Weakening trend)
(i) Neg Return YTD : Y/N
(ii) Price below 10M SMA which is practically eqvt to 200d SMA

Captured correctly? Hopefully someone can code this into GTR1.

Best

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