Post #730 by FlyingCircus on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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FWIW I am trying to analyze forward returns of different durations from "my" timing signals dashboard (including BCs) when they are in different states.

Initial rudimentary stats (regressions, correlations) calculations indicate near zero correlation between 3-6 month forward return in the S&P and the pessimistic-neutral-optimistic states of my dashboard. I only have captured "dashboard" data snapshots going back about 5 years.

With the exception of the extremes; the most pessimistic negative environments have recently been a great contrarian "buy" opportunity, and the most optimistic positive go environments have recently been a good equity exposure reduction / take some "off the table" opportunity.

FC

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