Post #5747 by lizgdal on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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Dates when gtr1 [NHNLDiff] changed states (using -0.4 cutoff and -1 lag):
if(NHNLDiff>-0.4,1,0)

  Date    FR1m   [NHNLDiff]>-0.4
20201030  12.2%        Bear
20201103  9.1%         Bull
20210716  3.5%         Bear
20210721  1.1%         Bull
20210817  0.7%         Bear
20210825  -0.8%        Bull
20211004  7.8%         Bear
20211013  6.6%         Bull
20211118  -2.9%        Bear
20220324  -4.8%        Bull
20220331  -8.3%        Bear
20220805  -5.5%        Bull
20220822  -8.2%        Bear
20230111  3.1%         Bull
20230221  -1.3%        Bear
20230607  3.5%         Bull
20230623  5.1%         Bear
20230711  0.8%         Bull
20230727  -2.7%        Bear
20230728  -3.0%        Bull
20230804  0.6%         Bear
20231201  2.5%         Bull
20240111  5.1%         Bear
20240129  3.0%         Bull
20240205  3.4%         Bear
20240208  2.5%         Bull
20240314  -1.6%        Bear
20240321  -4.3%        Bull
20240404  -0.3%        Bear
20240506  3.5%         Bull
20240523  4.0%         Bear
20240712  -4.8%        Bull
20240802  3.7%         Bear
20240821  1.7%         Bull
20240904  3.4%         Bear
20240916  3.3%         Bull
20241001  1.9%         Bear
20241014  2.4%         Bull
20241031  6.3%         Bear
20241105  5.4%         Bull
20241118  -0.1%        Bear
20241125  1.0%         Bull
20241213  -1.8%        Bear
20250103  2.2%         Bull
20250108  2.7%         Bear
20250124  -2.3%        Bull
20250129  -1.3%        Bear
20250130  -3.5%        Bull
20250131  -4.3%        Bear
20250205  -4.8%        Bull
20250207  -7.5%        Bear
20250604  4.5%         Bull
20250617  5.3%         Bear
20250626  4.2%         Bull
20250801  3.0%         Bear
20250813  2.1%         Bull
20251031  0.04%        Bear
20251128  0.8%         Bull

These dates match what lohill has posted. FR1m is the 1-month S5T return after the Date.

https://gtr1.net/2013/?~NHNLDiff:h1::iflt%28linear...

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