No. of Recommendations: 4
SPY-COMP on AllocateSmartly, Published by Paul on April 25, 2020
"To know when to switch between them, SPY-COMP monitors 6 different economic indicators. When no indicators are signaling recession, the strategy remains long SPY, regardless of what price is telling us. If any one of those indicators is signaling a potential recession then it defers to trend-following to confirm, either going long SPY if the trend in equities is up, or IEF if the trend is down."
also
we will not be disclosing the specific rules for SPY-COMP
In the description, SPY-COMP is GTT (Growth-Trend Timing) with 4 additional indicators. Which actually makes it more hair-triggered on the sell side.
I get similar results in my GTT backtest as he reports for SPY-COMP. And GTT is disclosed.
More indicators does not necessarily mean better.
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Nas100Momentum, as defined in the sample data, refers to a simple screen that buys the top 5 NASDAQ 100 stocks by one-year total return and holds for 252 market days.
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Monthly trading improves results significantly in a backtest from 1985 to 2021.
GTR1 backtest confirms this screen and shows 1 month to 4 month hold periods are very good, but 1 year is not - 252 days is too long.
