Subject: Re: Chart: timing with Nas100 RS screen
After making that observation that the main difference in the timing parameters is just a 1 month lead or lag in the change of the signal, I started to wonder just what the actual difference were.
And once I started I kept thinking up more ways to look at it. Kept me busy for a couple of hours of Excel work. ;-)
So here's the differences applied to one particular cycle of the P-HL52 screen, from 2/1/1985 to 12/1/2025.
The timings all used the weekly price of ^GSPC (S&P 500).
Each line is the month which has a different signal of the two timings, the (untimed) return of that month, and which timing scheme turned out better for that month.
Better means being OUT for a loss month or being IN for a gain month.
Whiplash is when an IN month is between 2 OUT months, or vice versa, so you are going IN or OUT for just one month.
Also is the number of months IN and OUT, and the number of sells. These numbers are almost identical for all the timing parameters I tested. Demonstrating that, yes, the main difference is the 1 month lead or lag of a signal.
There are 556 month in total.
# in # out # sells
1st --> 64 wk SMA for 1 wks -1% below GSPC 397 100 18
2nd --> 52 wk SMA for 1 wks -1% below GSPC 396 101 19
Date 1st 2nd ---whiplash--- Mo Rtn #1 best #2 best
8/7/1988 out IN WL2 -5.7% 1st
10/2/1988 out IN -0.7% 1st
8/7/1994 IN out 9.3% 1st
11/5/2000 IN out -29.3% 2nd
5/4/2003 out IN 11.8% 2nd
8/2/2009 out IN -5.2% 1st
11/6/2011 IN out WL1 2.1% 1st
1/1/2012 IN out 6.1% 1st
6/3/2012 out IN WL1 6.0% 2nd
1/3/2016 IN out -7.8% 2nd
11/4/2018 IN out WL2 1.7% 1st
3/1/2020 IN out -13.2% 2nd
3/6/2022 IN out WL2 9.6% 1st
2/5/2023 out IN -8.5% 1st
3/5/2023 out IN -2.8% 1st
# in # out # sells
1st --> 64 wk SMA for 1 wks -4% below GSPC 408 89 12
2nd --> 52 wk SMA for 1 wks -4% below GSPC 410 87 15
Date 1st 2nd ---whiplash--- Mo Rtn #1 best #2 best
8/7/1988 out IN -5.7% 1st
9/4/1988 out IN 2.2% 2nd
10/2/1988 out IN -0.7% 1st
9/6/1998 IN out WL2 9.8% 1st
11/5/2000 IN out -29.3% 2nd
4/7/2002 out IN WL2 -11.6% 1st
5/4/2003 out IN 11.8% 2nd
1/6/2008 IN out -13.6% 2nd
8/2/2009 out IN -5.2% 1st
7/4/2010 IN out WL2 13.6% 1st
8/7/2011 IN out -4.9% 2nd
1/1/2012 IN out 6.1% 1st
2/5/2023 out IN -8.5% 1st
3/5/2023 out IN -2.8% 1st
# in # out # sells
1st --> 64 wk SMA for 1 wks -4% below GSPC 408 89 12
2nd --> 58 wk SMA for 1 wks -4% below GSPC 410 87 14
Date 1st 2nd ---whiplash--- Mo Rtn #1 best #2 best
10/2/1988 out IN -0.7% 1st
9/6/1998 IN out WL2 9.8% 1st
8/2/2009 out IN -5.2% 1st
7/4/2010 IN out WL2 13.6% 1st
2/5/2023 out IN -8.5% 1st
3/5/2023 out IN -2.8% 1st
And finally,
# in # out # sells
1st --> 64 wk SMA for 1 wks -4% below GSPC 408 89 12
2nd --> 64 wk SMA for 1 wks -1% below GSPC 397 100 18
Date 1st 2nd ---whiplash--- Mo Rtn #1 best #2 best
4/3/1994 IN out -2.1% 2nd
5/1/1994 IN out -10.3% 2nd
7/3/1994 IN out WL2 -4.9% 2nd
12/4/1994 IN out 0.8% 1st
1/1/1995 IN out -2.5% 2nd
9/6/1998 IN out 9.8% 1st
10/4/1998 IN out 8.6% 1st
1/6/2008 IN out -13.6% 2nd
7/4/2010 IN out WL2 13.6% 1st
8/7/2011 IN out -4.9% 2nd
6/3/2012 IN out WL2 6.0% 1st