Another question is why is the focus only on LargeCap instead of the the broad market like Sp1500?

Good question. Perhaps because there is more data.

SP1500 began in May 1995. I can't find historical data for SP1500 on Yahoo. Yahoo does have the ETF (SPTM) from 10/2000)
Yahoo does have S&P500 (^GSPC) from 1950. Dividend yield of the S&P500 is available from other sources, so I can figure out the dividend-reinvested total returns. (Approximately.)

Yahoo has the Russell 1000 (^RUI). I did not bother to look for its dividend yield, so can only figure price-only returns.

Here is comparison of like-to-like for the period 1/7/2002 to 3/15/2024. Timing signal is the index, same as the investment.

B&H, then GTT, then GTT@-2%

S&P500 w/div
8.9%
9.4%
10.3%

S&P500 w/o div
6.8%
7.8%
8.6%


S&P1500 w/o div
7.0%
7.4%
8.2%

Russell 1000 w/o div
7.0%
7.6%
8.1%


It appears that the strategy works similarly for all 3 indexes.

Mechanical Investing FAQ

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