Subject: Re: NH-NL Compared
Ironzi asked: There are many signals in between using their data. I know you NHNL data is likely different, but how are you filtering signals that occur by just by using either the 9-wma or 13-ema?
I make full use of two things to limit whipsaw:
1. Four year cycle research - you can read about it here from 2/13/2006: http://www.datahelper.com/mi/s...
2. Consensus of Long-Term Indicators - all my many posts back in the day detail some of these indicators. I combine them to determine times when it requires going defensive at the first sign of trouble ahead, and times when the consensus is super bullish and signals like these from NH-NL are ignored.
Using these methods my actual signal dates and returns using the 9-Day WMA are:
Date Signal Return $100.00 % Gain
1/2/2018 BULL 27.74% $127.74 27.74%
10/4/2018 BEAR 52.20% $194.43 94.43%
12/24/2018 BULL 114.00% $416.07 316.07%
2/26/2020 BEAR 38.62% $576.74 476.74%
3/16/2020 BULL 399.41% $2,880.30 2780.30%
11/18/2021 BEAR 79.57% $5,172.02 5072.02%
10/11/2022 BULL 10.22% $5,700.67 5600.67%
1/13/2023