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Investment Strategies / Mechanical Investing
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Author: Paul ⎊⎊  😊 😞
Number: of 3962 
Subject: Another timing indicator
Date: 04/01/2025 8:54 PM
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No. of Recommendations: 6
Hello all,

This is an indicator from Seeking alpha, but lost the original article link.

It is based on 4 variables

"In order for the process to indicate a high risk or “defensive” stance for equity assets, the following must be in alignment :

a) the price of the S&P 500 resides below the moving average value

b) the year to date S&P 500 return into June 30th is negative

c) a & b occur within a 1st, 3rd, or 4th Presidential term year

d) a, b, & c occur within a 24 month proximity to a “yield spread” inversion ( the 3 month U.S. Treasury bill yield greater than > the 10 year U.S. Treasury bond yield )"

https://docs.google.com/document/d/1VoRH1ksN1BhQh6...

Regards
Paul
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Author: anchak ⎊  😊 😞
Number: of 3962 
Subject: Re: Another timing indicator
Date: 04/01/2025 9:10 PM
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No. of Recommendations: 3
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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