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IOW, greed.

Yup. I'm as guilty as anyone. Rather than using a sensible bear-friendly
blend at all times, I use a what's-working-lately approach that uses
trailing 2-month screen returns for the greed side, and long history of
rolling-2-month downside deviations for the safety side, with a coefficient on each.
I include the short screens, but not the SOS's.
Oddly enough, it works best with a small negative coefficient on
the long run CAGR of the screens---a way of avoiding the overtuned maybe?
It seems to have been pretty good this year. Had I followed it exactly
as designed, it would be up about 19% for the first half of this year.

Jim
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