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Investment Strategies / Mechanical Investing
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Author: zeelotes 🐝🐝  😊 😞
Number: of 5383 
Subject: Re: Dying Bullish Euphoria - A Paratest
Date: 04/14/26 11:28 PM
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Using the NDX100 to produce the signals here is what that looks like in the last two major bear markets.

2000-2002 Bear Market

A 71.76% gain holding NDX100 short.

https://www.zeelotes.org/DBE_2000-2002.PNG

2007-2009 Bear Market

A 25.91% gain holding NDX100 short.

https://www.zeelotes.org/DBE_2007-2009.PNG

Even this can be improved upon by a simple little modification - set different lookbacks for the bull side than you set for the bear side.
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