No. of Recommendations: 4
Following up on Lizdal's post with timing for the equal weight SP500, it doesn't look like using the 200 sma would be a winning strategy for LEAPS.
Since 19921231
Equal weight hold 63 days has a CAGR of 11.2% and SAWR of 8.01%. With timing being out below 200 SMA, CAGR 9.1% and surprising to me, SAWR of only 6.99%
From Lizdal's post
->-> SMAB uses the SMA slope change. To check if the S&P is below its MA200:
SP500EW_sell_if_SMAC
"Close all liquid positions and hold cash on any market dates where SMAC < 0"
[SMAC]: [[1-day SMA lag 0] - [200-day SMA lag 0]]
gtr1.net: GTR1 Backtester - SP500EW_sell_if_SMAC::...
Aussi
