Subject: Re: NDX 100 Momentum Strategy - Code Repository
Key takeaway: GTT was designed for S&P 500. On a more volatile asset like QQQ, the pure 10-month SMA is arguably better on a risk-adjusted basis — it doesn't wait for the macro data to confirm the downturn.

I found the same thing for QQQ. The best timing I found for QQQ was "no 90 day high in the last 90 days". I guess I mis-remembered it as 90 when Jim said 99. Not a big deal, anything around there worked ok.
QQQ is very volatile so a long baseline is not going to catch the sharp ups and downs.

Interestingly, on BRK alone, GTT or SMA on BRK also did not work well.


I think that GTT works well on a broad index, applied to a broad market portfolio, but not so well on specific and/or specialized investments.

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Oh, one more thing. I do not look at "Unemployment". Because it is too subject to political pressure. You cannot be sure if the data has been "tweaked" by the Washington establishment. Unemployment goes into news headlines.
RRSFS and INDPRO don't make news headlines.