If I remember correctlySwitch on SP500 last 3 periods, -2% cutoff, high: (SOS (HTD YLDEARNYEAR2 1-4, sell below 6, transition to YLDYEAR, sell below 10)/(SOS Screamers/PIH_CSO_safe 1-3:10 max 5) 1-10:20 max 10), low: (T-Bill 1-1), 1-20means depending on what the S&P did in the the last 3 months (above or below -2%) you switch for the next month between a Screen of Screens and TBills. The Screen of Screen you selected is too complicated to be more than a datamining artifact, since it itself contains a Screen of Screens, etc..However you can find the YLDEARNYEAR@, YLDYEAR, Screamers and PIH_CSO screen picks as they are posted periodically on the Mechanical Investment board instead of this board (every few years different volunteers do it), or use Jamie's Saucer (I don't recall when he updates the data, but think it occurs Friday through Sunday sometime so you can trade on Mondays.http://backtest.org/saucer/
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