No. of Recommendations: 3
Using musselmant's GTR1 link, but starting 20131231 with 0.4% friction, the return becomes 11.27%,
just a bit above the return that B&H SPY gives at 10.97% and well below the return of QQQ at
16.37%. So momentum definitely has slowed lately. On the other hand in some old tests I ran
using VL screens I found momentum screens profited the most from using a pair of bear catchers.

Since that may still be true, I'd suggest trying both $SPX>200-day SMA of $SPX, which is close to the test I called Z in the following link, together with the standard ema(9) of $NAHL new highs minus new lows test. That is, avoid the market when both say to stay out.

I would have done this here, but I don't recall how to add these properly in GTR1.


https://boards.fool.com/more-bear-catcher-stats-31221558.asp...

rrjjgg
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