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Author: mungofitch Big gold star, 5000 posts Top Favorite Fools Top Recommended Fools Feste Award Winner! Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 252534  
Subject: Re: Shorter term market timing Date: 12/11/2012 11:16 AM
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I have one "high activity" signal that's purely technical that has held up not too badly.
Average 53 signals per year (average 7.4 days long, then 2.1 days bearish)

Not very deep history.
The original backtest was Jun 2003 - May 2010.
CAGR while bullish +24.3%, CAGR while bearish -37.3%.

Since then, about 2.5 years, CAGR bullish +25.3%, CAGR while bearish -21.8%.

It's based basically on looking at whether the S&P equal weight index
made higher highs and/or higher lows today versus yesterday.
A few rather arbitrary bits of arithmetic on that, but that's the main idea.
The only input is the Yahoo price history export for RSP.

I don't trade this, but it's kind of handy if I'm thinking of doing
something in the next week which will either increase or decrease my market exposure.
Waiting for a bullish day on this signal seems better than a dart board.

Jim
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