In the 67 years since 1957, BCC=0 timing had 12 years with excess returns above 2%, and 11 years with excess returns less than -2%. BCC did well when there was a recession lasting more than 9 months. The top 10 excess return years line up with recessions:

excess recession recession length
Year 500ew BCC0 return .... start end months
1962 -12 -4 8 Apr-1960 Feb-1961 10

1969 -18 -10 8 Dec-1969 Nov-1970 11
1970 5 20 15

1974 -23 12 35 Nov-1973 Mar-1975 16

1981 5 9 5 Jul-1981 Nov-1982 16
1982 30 39 9

2001 0 6 6 Mar-2001 Nov-2001 8
2002 -18 3 20

2008 -39 -8 32 Dec-2007 Jun-2009 18
2009 46 52 5

Aug-1957 Apr-1958 8
Jan-1980 Jul-1980 6
Jul-1990 Mar-1991 8
Feb-2020 Apr-2020 2

BCC0 is {SP500EW_sell_if_All_Bearish}

https://gtr1.net/2013/?~SP500EqualWeight:h63::sp50...
https://gtr1.net/2013/?~SP500EW_sell_if_All_Bearis...

Mechanical Investing FAQ

---

Contact Shrewd'm
Contact the developer of these message boards.