What results do you get post 2013?

Since 2013, BCC=0 timing was a wash, with not much change in the metrics.

  Screen     CAGR  SAWR  GSD   LDDD3  MDD    UI   Sharpe    From       To
chg_average  1.0   1.3   -2.6  -2.2   11.8  -2.7   0.10   19850201  20251128
chg_average  0.6   0.4   -1.3  -0.7   1.2   -1.5   0.03   20130913  20251128

I attribute this to the absence of a major bear market. BCC timing will be most effective during major bear markets like 2008, 2002, and 1974. But these infrequent events make backtesting difficult. Bear markets since 1950 (gtr1 cycle returns using 25% Peaks and -20% Troughs):

endDate   Drop
20090309  -55
20021009  -47
19741003  -45
20200323  -34
19871204  -33
19700526  -33
19620626  -27
20221012  -24
19661007  -21
19571022  -20

Results from 20130913 to 20251128:

        Screen          CAGR  SAWR  GSD   LDDD3   MDD    UI   Sharpe
  SP500MktCapWeight     14.2  11.8  16.5   6.2    -34   5.8    0.85
   SP500EqualWeight     11.3  9.4   18.3   6.7    -39   6.0    0.64
  SP1500EqualWeight     10.1  8.1   21.9   8.7    -42   7.8    0.51
   Gentle_Screamers     0.1   -1.3  27.4  18.2    -60   31.5   0.05
       VG_Horse         9.8   6.7   30.5  13.4    -49   18.7   0.41
    Nas100Momentum      23.1  11.1  38.3  15.9    -58   23.2   0.75
        average         11.4  7.6   25.5  11.5   -47.0  15.5   0.53
 
        Screen          CAGR  SAWR  GSD   LDDD3   MDD    UI   Sharpe
SP500MktCapWeight_BCC0  14.0  11.6  15.3   5.8    -34   5.6    0.89
SP500EqualWeight_BCC0   10.5  8.7   17.0   6.9    -39   6.2    0.62
SP1500EqualWeight_BCC0  9.2   7.4   20.5   8.9    -42   8.1    0.49
Gentle_Screamers_BCC0   2.1   0.7   26.0  16.3    -57   26.7   0.12
    VG_Horse_BCC0       11.8  8.0   29.2  12.2    -47   15.8   0.49
  Nas100Momentum_BCC0   24.6  11.9  37.1  14.9    -55   21.8   0.80
     average_BCC0       12.0  8.1   24.2  10.8   -45.8  14.0   0.57
 
        Screen          CAGR  SAWR  GSD   LDDD3   MDD    UI   Sharpe
chg_SP500MktCapWeight   -0.2  -0.2  -1.2  -0.3    0.0   -0.2   0.04
 chg_SP500EqualWeight   -0.8  -0.7  -1.3   0.1    0.0   0.2   -0.01
chg_SP1500EqualWeight   -0.9  -0.7  -1.4   0.1    0.0   0.3   -0.02
 chg_Gentle_Screamers   1.9   2.0   -1.4  -2.0    3.0   -4.7   0.08
     chg_VG_Horse       2.0   1.3   -1.3  -1.2    1.5   -2.9   0.08
  chg_Nas100Momentum    1.4   0.8   -1.2  -1.0    2.7   -1.5   0.05
      chg_average       0.6   0.4   -1.3  -0.7    1.2   -1.5   0.03

VG_Horse discovery was 5-May-2013.
Nas100Momentum discovery was either 30-Oct-2019 or 7-Nov-2021.

Author: rgearyiii
Subject: The GTR1 Hacktester
Date: 10/30/2019
"Nas100Momentum, as defined in the sample data, refers to a simple screen that buys the top 5 NASDAQ 100 stocks by one-year total return and holds for 252 market days."
https://yorickm.com/Message.php?pid=34330952

Author: borisnand
Subject: Re: The GTR1 Hacktester
Date: 11/7/2021
"Buy 5 Nasdaq-100 stocks with the highest 1-year total return. Monthly trading improves results significantly in a backtest from 1985 to 2021."
https://yorickm.com/Message.php?pid=34973261

SPY-COMP on AllocateSmartly, Published by Paul on April 25, 2020
"To know when to switch between them, SPY-COMP monitors 6 different economic indicators. When no indicators are signaling recession, the strategy remains long SPY, regardless of what price is telling us. If any one of those indicators is signaling a potential recession then it defers to trend-following to confirm, either going long SPY if the trend in equities is up, or IEF if the trend is down."
https://investingforaliving.us/2020/04/25/spy-comp...
https://allocatesmartly.com/paul-novells-flagship-...

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