Hi, Shrewd!        Login  
Shrewd'm.com 
A merry & shrewd investing community
 Best Of MI | Best Of | Favourites & Replies | All Boards | Post of the Week!
Search MI
Shrewd'm.com Merry shrewd investors
Best Of MI | Best Of | Favourites & Replies | All Boards | Post of the Week!
Search MI

Investment Strategies / Mechanical Investing
Unthreaded | Threaded | Whole Thread (7) |
Author: zeelotes ✸  😊 😞
Number: of 3957 
Subject: Re: NH-NL Compared
Date: 01/16/2023 2:54 PM
Post New | Post Reply | Report Post | Recommend It!
No. of Recommendations: 6
Ironzi asked: There are many signals in between using their data. I know you NHNL data is likely different, but how are you filtering signals that occur by just by using either the 9-wma or 13-ema?

I make full use of two things to limit whipsaw:

1. Four year cycle research - you can read about it here from 2/13/2006: http://www.datahelper.com/mi/search.phtml?nofool=y...
2. Consensus of Long-Term Indicators - all my many posts back in the day detail some of these indicators. I combine them to determine times when it requires going defensive at the first sign of trouble ahead, and times when the consensus is super bullish and signals like these from NH-NL are ignored.

Using these methods my actual signal dates and returns using the 9-Day WMA are:

Date        Signal  Return   $100.00    % Gain
1/2/2018    BULL    27.74%   $127.74    27.74%
10/4/2018   BEAR    52.20%   $194.43    94.43%
12/24/2018  BULL    114.00%  $416.07    316.07%
2/26/2020   BEAR    38.62%   $576.74    476.74%
3/16/2020   BULL    399.41%  $2,880.30  2780.30%
11/18/2021  BEAR    79.57%   $5,172.02  5072.02%
10/11/2022  BULL    10.22%   $5,700.67  5600.67%
1/13/2023

Post New | Post Reply | Report Post | Recommend It!
Print the post
Unthreaded | Threaded | Whole Thread (7) |


Announcements
Mechanical Investing FAQ
Contact Shrewd'm
Contact the developer of these message boards.

Ticker or Board Name Author

Best Of MI | Best Of | Favourites & Replies | All Boards | Followed Shrewds