Post #2717 by Aussi on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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The timing overlay: go to cash if the S&P return in the last 3 months was less than -3%
Using this rule how would just buying SPY have done, when in it per this rule?
Thanks to anyone who can help with this.

Using GTR1

Since 1993 SPY

No timing 10.55% Drawdown -55% Safe withdrawal 5.33%
SPY above -5%: 9.06% Drawdown -40% Safe withdrawal 5.47%
Spy above -3% 8.93% Drawdown -35% Safe withdrawal 5.48%

https://gtr1.net/2013/?h21f0.10000::tr%281,63%29gt...

The link uses parameters so you can see the change for various values of SPY return over previous 3 months.

Aussi

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