No. of Recommendations: 5
Dates when gtr1 [NHNLDiff] changed states (using -0.4 cutoff and -1 lag):
if(NHNLDiff>-0.4,1,0)
Date FR1m [NHNLDiff]>-0.4
20201030 12.2% Bear
20201103 9.1% Bull
20210716 3.5% Bear
20210721 1.1% Bull
20210817 0.7% Bear
20210825 -0.8% Bull
20211004 7.8% Bear
20211013 6.6% Bull
20211118 -2.9% Bear
20220324 -4.8% Bull
20220331 -8.3% Bear
20220805 -5.5% Bull
20220822 -8.2% Bear
20230111 3.1% Bull
20230221 -1.3% Bear
20230607 3.5% Bull
20230623 5.1% Bear
20230711 0.8% Bull
20230727 -2.7% Bear
20230728 -3.0% Bull
20230804 0.6% Bear
20231201 2.5% Bull
20240111 5.1% Bear
20240129 3.0% Bull
20240205 3.4% Bear
20240208 2.5% Bull
20240314 -1.6% Bear
20240321 -4.3% Bull
20240404 -0.3% Bear
20240506 3.5% Bull
20240523 4.0% Bear
20240712 -4.8% Bull
20240802 3.7% Bear
20240821 1.7% Bull
20240904 3.4% Bear
20240916 3.3% Bull
20241001 1.9% Bear
20241014 2.4% Bull
20241031 6.3% Bear
20241105 5.4% Bull
20241118 -0.1% Bear
20241125 1.0% Bull
20241213 -1.8% Bear
20250103 2.2% Bull
20250108 2.7% Bear
20250124 -2.3% Bull
20250129 -1.3% Bear
20250130 -3.5% Bull
20250131 -4.3% Bear
20250205 -4.8% Bull
20250207 -7.5% Bear
20250604 4.5% Bull
20250617 5.3% Bear
20250626 4.2% Bull
20250801 3.0% Bear
20250813 2.1% Bull
20251031 0.04% Bear
20251128 0.8% Bull
These dates match what lohill has posted. FR1m is the 1-month S5T return after the Date.
gtr1.net: GTR1 Backtester - NHNLDiff 