No. of Recommendations: 9
[NHNL] - 11 flips in 11 months this yearYes, you would have done much better if you had ignored NH-NL these past 2 years.
Regarding the BCCs in general, you would have matched the market's return this year if your rule was to sell your index ETF only if all 3 BCCs flipped bearish. That never happened this year.
But if your rule was was to sell when
any of the BCCs - including NH-NL - flipped bearish, and rebuy only when all 3 flipped back bullish, then your YTD return would only have been 1.7%. So you'd actually be losing money due to inflation.
The S&P 500 has returned 26% this year (including dividends).
See this thread on how to backtest both the strategies above:
https://www.shrewdm.com/MB?pid=-2&previousPostID=7...