Post #5323 by zeelotes on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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I did a comparison of GTR1 signals and my own to see what percentage of the time we are a match. For the NH/NL it is a match 100% of the time. From 2000 to present we are a match on 94.95% of days for the SMA, and 91.84% of the days for DBE. So yes, it is probably confusing having me post these. No worries.

YEAR  SMA      NH/NL    DBE
2000  92.86%   100.00%  66.27%
2001  97.58%   100.00%  93.55%
2002  94.05%   100.00%  89.68%
2003  90.48%   100.00%  66.27%
2004  92.06%   100.00%  97.62%
2005  95.63%   100.00%  91.67%
2006  100.00%  100.00%  94.82%
2007  98.01%   100.00%  100.00%
2008  97.63%   100.00%  89.33%
2009  95.63%   100.00%  87.70%
2010  91.67%   100.00%  93.25%
2011  98.02%   100.00%  95.63%
2012  98.80%   100.00%  95.60%
2013  100.00%  100.00%  100.00%
2014  100.00%  100.00%  100.00%
2015  92.06%   100.00%  79.76%
2016  90.87%   100.00%  89.68%
2017  100.00%  100.00%  100.00%
2018  86.85%   100.00%  94.42%
2019  89.29%   100.00%  97.22%
2020  95.65%   100.00%  97.63%
2021  100.00%  100.00%  100.00%
2022  97.21%   100.00%  92.83%
2023  79.20%   100.00%  83.60%
2024  100.00%  100.00%  100.00%
2025  95.18%   100.00%  91.23%

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