Subject: Re: Have Bear Catchers worked post-discovery?
Here are the dates when the various Bear Catchers were first mentioned.
9/27/2008: Dying Bullish Euphoria - http://www.datahelper.com/mi/s...
7/22/2008: Nasdaq NH-NL - http://www.datahelper.com/mi/s...
9/27/2008: SMA Slope - http://www.datahelper.com/mi/s...
So the following is based on beginning on 9/27/2008 and remaining invested until 3/13/2024.
SMA Slope SMA Slope Nasdaq NH-NL Dying Bullish Euphoria SPY
CAGR: 10.16 13.63 7.77 12.71
TR: 345.07 618.03 217.42 533.66
Log2TR: 2.15 2.84 1.67 2.66
SAWR(20; 0.95): 8.23 11.15 6.75 10.05
GSD(20): 14.90 15.14 8.90 18.38
DIGSD(20; 0%): 17.97 18.17 9.61 22.06
LDD(20; 0%): 10.21 9.88 5.36 12.27
LDDD3: 8.05 6.00 5.42 8.03
MDD: -28.46 -33.52 -16.27 -40.95
UI(20): 8.34 6.15 5.37 7.90
Sharpe(20): 0.72 0.93 0.81 0.76
Beta(20): 0.65 0.70 0.27 1.00
TI(20): 15.00 18.39 25.79 12.52
AT: 1.59 0.88 3.87 0.20
Here is the same with a bit of coloring to illustrate the winners among them.
https://zeelotes.org/Bear_Catc...