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Investment Strategies / Mechanical Investing
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Author: rayvt 🐝  😊 😞
Number: of 5823 
Subject: Re: Chart: timing with Nas100 RS screen
Date: 05/30/26 3:05 PM
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No. of Recommendations: 4
How about an arbitrary rule for getting back in. When you’re still out 12 months after your sell signal, you get back in no matter what.

I don't think that would work.

Most of the OUT periods are only a few months long.
Here is the number of months OUT in a row and how many times it happened.
# months  # of occurrances
1 11
2 6
3 2
4 4
7 1
8 1
14 1
17 1
31 1
Lots of whipsaws, get out just to get back in the very next month or the month after that.

Here are the longest OUT periods along with the untimed values.
Date       Value              signal    # months out
10/2/2000 2949.850 out 1
11/1/2000 2651.888 out 2
12/1/2000 1836.939 out 3
1/2/2001 1598.507 out 4
2/1/2001 1704.723 out 5
3/1/2001 1213.951 out 6
4/2/2001 1115.060 out 7
5/1/2001 1312.679 out 8
6/1/2001 1389.376 out 9
7/2/2001 1425.945 out 10
8/1/2001 1402.360 out 11
9/4/2001 1289.362 out 12
10/1/2001 1087.102 out 13
11/1/2001 1221.470 out 14
12/3/2001 1288.974 out 15
1/2/2002 1332.662 out 16
2/1/2002 1279.423 out 17
3/1/2002 1288.866 out 18
4/1/2002 1258.799 out 19
5/1/2002 1077.335 out 20
6/3/2002 1014.651 out 21
7/1/2002 999.307 out 22
8/1/2002 913.733 out 23
9/3/2002 863.804 out 24
10/1/2002 898.274 out 25
11/1/2002 993.539 out 26
12/2/2002 998.539 out 27
1/2/2003 931.837 out 28
2/3/2003 926.671 out 29
3/3/2003 901.603 out 30
4/1/2003 971.167 out 31
5/1/2003 1015.460 IN



2/1/2008 2080.525 out 1
3/3/2008 1941.838 out 2
4/1/2008 2102.354 out 3
5/1/2008 2213.794 out 4
6/2/2008 2298.746 out 5
7/1/2008 2168.512 out 6
8/1/2008 2098.480 out 7
9/2/2008 1960.124 out 8
10/1/2008 1591.297 out 9
11/3/2008 1433.314 out 10
12/1/2008 1235.188 out 11
1/2/2009 1387.917 out 12
2/2/2009 1337.783 out 13
3/2/2009 1195.046 out 14
4/1/2009 1275.693 out 15
5/1/2009 1303.381 out 16
6/1/2009 1337.018 out 17
7/1/2009 1369.713 IN



2/1/2022 26543.570 out 1
3/1/2022 25322.720 out 2
4/1/2022 26922.390 out 3
5/2/2022 23670.210 out 4
6/1/2022 22343.580 out 5
7/1/2022 21212.650 out 6
8/1/2022 22622.680 out 7
9/1/2022 22138.430 out 8
10/3/2022 21009.090 out 9
11/1/2022 22894.530 out 10
12/1/2022 23328.740 out 11
1/3/2023 21491.030 out 12
2/1/2023 21881.610 out 13
3/1/2023 20617.680 out 14
4/3/2023 20922.880 IN




11/2/1987 24.792 out 1
12/1/1987 21.301 out 2
1/4/1988 26.893 out 3
2/1/1988 26.023 out 4
3/1/1988 27.271 out 5
4/4/1988 26.560 out 6
5/2/1988 27.511 out 7
6/1/1988 27.295 out 8
7/1/1988 28.879 IN
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