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The week's question
In December 2024, in the thread "Re: BRK: Why Not XOM?", BreckHutHigh asked the members: "What about the long road trips with kids?" This week it is put to everyone again. The button below opens the small thread re-asking it - read what others have said so far, then give your own answer as an ordinary reply.
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Investment Strategies / Mechanical Investing
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Author: Aussi   😊 😞
Number: of 6132 
Subject: Re: Flaws in timing with GTR1
Date: 06/16/26 12:07 AM
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The screen referenced:

gtr1.net: GTR1 Backtester - nas100 top5 with BCC

may not be performing the timing that is intended. It is using a 2 day lag.

I downloaded GSPC and checked for the current price/sma(1,325) <1. One instance was 20250403 GPSC =5396.52, sma91,325) = 5494.899

Using this value on 20250403, the portfolio should be sold on 20250404 and show zero stocks. The referenced screen shows stocks on 20250404 and going to zero stocks on 20250405 two days after the crossover.

You can use GTR1 to check the timing by using the screen:

gtr1.net: GTR1 Backtester - nas100 top5 with BCC

This screen uses the same timing system, but uses it as a step rather than an import. When you do a stock count, it goes to zero on 20250404 as expected.

I sugest, if you want the timing to be effective the next trading day to change the following:

lf-1lp-1h1::BCC:gt0:BCC:linear(1,ifgt(ratio(gprc(0),sma(0,325)),1,1,0)){U:{!GSPC}}

change gprc(1) to gprc(0) and change sma(1,325) to sma(0,325)

change imports(0,BCC,2,-1) to imports(0,BCC,0,0)

However, if you want a 2 day lag on the timing, ignore evryuthing I wrote.

Aussi

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