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No. of Recommendations: 2
This link takes you to a back issue of Smart Money newsletter which describes a 49 year back test of the MACD modified 6-months-in/6-months-out market timing (I think this is designed to take advantage of the "Halloween Effect" not sure if that is correct).

http://www.hirschorganization.com/smart/1999/jul99/harding.htm

I know this has been discussed here before but I don't recall any back test. Results for the aprox 6 month of investments in SPY 1950-98 using MACD of DOW as timing signal was 9.26 CAGR for the holding period (add another couple percent for interest???)

geo
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