No. of Recommendations: 13
SMA timing flipped today
I use the 43 week (10 month) SMA of the S&P 500, gated by 2 FRED indexes.Same for the one I watch.
https://stockcharts.com/sc3/ui/?s=%24SPX&p=d&yr=1&...Blue above red bullish.
The weird figures just mean a six month moving average, lagged two months. The middle of that interval is 5 months ago, so it's fairly similar to a 10 month moving average without lag, which in turn is close to the traditional 200 day MA. It was the winner of a "crossover backtest" competition I simulated long ago.
I find this crossover tends to get large long moves right giving long stretches without a signal, interspersed with quick whipsaws which, because they are generally quick, tend to be relatively low pain.
Weekly-check approximation of the same thing. Fewer signals.
https://stockcharts.com/sc3/ui/?s=%24SPX&p=w&yr=1&...Jim
