Post #3376 by Paul on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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This is the best GTR1 can do this morning.
Bear Catcher Combined signals as taken from GTR1 using GTR1 Helper 4.5. The complete set of signals may be found by running GTR1 with the BCC url: http://gtr1.net/2013/?!!QlpoMTFBWSZTWVb2ik4AAiLfgB...
Launch the url, take the option for Detailed Report and check the box for Signal Values. Finally, click "Run Backtest" and then download the report.

Larry

  Date    Signal   SMA    NH/NL  DBE
20250324    5      Bull   Bear   Bull
20250207    5      Bull   Bear   Bull
20250205    7      Bull   Bull   Bull
20250131    5      Bull   Bear   Bull
20250130    7      Bull   Bull   Bull
20250129    5      Bull   Bear   Bull
20250124    7      Bull   Bull   Bull
20250108    5      Bull   Bear   Bull
20250103    7      Bull   Bull   Bull
20241213    5      Bull   Bear   Bull
20241125    7      Bull   Bull   Bull
20241118    5      Bull   Bear   Bull
20241105    7      Bull   Bull   Bull
20241031    5      Bull   Bear   Bull
20241014    7      Bull   Bull   Bull
20241001    5      Bull   Bear   Bull
20240916    7      Bull   Bull   Bull
20240904    5      Bull   Bear   Bull
20240821    7      Bull   Bull   Bull
20240802    5      Bull   Bear   Bull
20240712    7      Bull   Bull   Bull
20240523    5      Bull   Bear   Bull
20240506    7      Bull   Bull   Bull
20240404    5      Bull   Bear   Bull
20240321    7      Bull   Bull   Bull
20240314    5      Bull   Bear   Bull
20240208    7      Bull   Bull   Bull
20240205    5      Bull   Bear   Bull
20240129    7      Bull   Bull   Bull
20240111    5      Bull   Bear   Bull

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Hello,
Which SMA is used in this? 180? Isn't it SPY below 180 or even 200?

Regards
Paul

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Paul : As this code snippet shows

lf-1lp-1h1::SMADiff:gt0:SMADiff:linear(1,sma(1,200),-1,sma(11,200)){U:{!GSPC}}

Its the Slope of the 200SMA.....As defined as

Universe : SP500 (^GSPC is the Yahoo! ticker)

the function SMADiff - utilizes the linear GTR1 call -which is sum ( yeah its convoluted , hence GTR1 remains elusive mystery to a lot)
and the -1 in the middle is the additive - being negative it does

SMA(1,200) - SMA(11,200) and then check >0 (gt0) -so a simple check of whether the SMA difference is positive

if not Bear

Makes sense?

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Which SMA is used in this? 180? Isn't it SPY below 180 or even 200?

The signal uses SMA200, but it does not use the current price. It compares SMA200 with the same SMA from 11 days earlier.

On this chart, if the blue line (SMA200) crosses below the red line(SMA200,11), the signal turns bearish.

https://schrts.co/GtTTduvv

Baltassar

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With today's bombardment on "Liberation Day" (cough), of note is that the SMA Slope BC, on the S&P500 has turned past neutral into Bearish; and on the Russell 2000 and Naz it's Neutral heading (obviously) Bearish.

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I concur : My primary slope signal turned "bearish" yesterday EOD. I provided enough visual history in the graph to show that

while "In a bear" - this has been a very good signal. Its just a variant of the Sp-500 slope.

On an index aggregate basis as FC mentioned some are still holding onto dear life. [1st panel -needs to cross 50]

https://www.dropbox.com/scl/fi/oa5vnsjkmubsbqnzcke...

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