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Author: rayvt ✧🐝  😊 😞
Number: of 3958 
Subject: GTT timing statistics
Date: 03/06/2025 9:13 PM
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No. of Recommendations: 13
S&P500, 2/5/1950 to 3/4/2024, dividends reinvested.

Legend:
* When IN (OUT) is the returns when the timing says to be IN (OUT)
The OUT is the return that you avoid. If it is positive, that means that you missed out on a gain. If it is negative, that means you avoided a loss.
* Trades is the number of buys & sells, including the initial buy on 2/5/1950.
S&P500 Buy & Hold 
Trades->  1
In %  ->  100%
When IN   When OUT
11.4%     N/A

11.4%     CAGR
-51%      MaxDD
1.05      Sortino
15%       stdev

------------------
S&P500 43 week SMA, sell at 1% below SMA, buy at SMA.
(Sell is 1% below SMA in order to avoid whiplash when the SMA is very close to the crossover.)
Trades->  167
In %  ->  72%
When IN   When OUT
13.3%     6.4%

9.5%      CAGR
-24%      MaxDD
1.28      Sortino
11%       stdev

------------------
Add GTT rules:  Do not sell if the FRED indexes disconfirm recession.
Trades->  67
In %  ->  84%
When IN   When OUT
13.9%     -1.2%

11.6%     CAGR
-26%      MaxDD
1.90      Sortino
12%       stdev
==================================================
GTT is a clear improvement over pure SMA timing.
Fewer trades
Ducks losses when OUT vs. SMA missing out on gains when OUT.
Better Sortino Ratio.
Better CAGR.

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Author: RAMc ✭  😊 😞
Number: of 3958 
Subject: Re: GTT timing statistics
Date: 03/07/2025 9:47 AM
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No. of Recommendations: 6
Growth-Trend-Timing as back tested on Allocate Smartly

1970 – Present 12.8% CAGR, MDDeom -25.5%, AvTrades/Yr 0.8, In SPY 87% of time.
Worst alternative day of month backtest return 11.2% CAGR
20 Yr Return – 12.7%
10 Yr Return – 12.5%
Their Blog view on Philosophical Econonomics GTT strategy:
https://allocatesmartly.com/philosophical-economic...

Philosophical Economics 2016 Post on GTT:
https://www.philosophicaleconomics.com/2016/01/gtt...

I have no connection to Allocate Smartly other than a subscription. Not cheap but
gives you access to many different allocation strategies and convenient to let them
email changes in allocations.
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