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Investment Strategies / Mechanical Investing
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Author: mungofitch 🐝🐝🐝🐝 SILVER
SHREWD
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Number: of 3957 
Subject: Re: Jim's bottom detector
Date: 04/09/2025 5:44 AM
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No. of Recommendations: 18
Did you have any other signals earlier in 2022? Thanks

Here are all the dates of just the strict "classic" bottom detector signal since the start of 1999. I'm not sure when I created this precise model, but it was prior to March 2009 since I used it to call a bottom at that time.
The model can be tuned for sensitivity, so very low numbers would not show up in the list with a slightly different tuning, and more would show up with a more lenient tuning.

The table also shows an arbitrarily scaled strength metric (how extremely bottom-like the day seemed to be at the time) and forward returns for the S&P 500 index over 6, 12, and 24 months.

The usually suggested strategy is to ignore signals multiple days in a row, and not buy till the first day that you DON'T get a signal. Safety first, kids.

There are only 13 distinct signal clusters, counting the start of a cluster as a signal that was more than 6 trading days after the previous one.

The July 2007 cluster was way too early, but otherwise it does seem to be better than random.

Date          Strength    f6m     f1y     f2y
2002-07-24 0.2 5% 16% 29%
2008-07-11 3.0 -28% -27% -12%
2008-07-14 17.9 -29% -26% -11%
2008-07-15 46.5 -29% -23% -10%
2008-07-16 28.9 -32% -25% -14%
2008-10-03 90.5 -24% -5% 6%
2008-10-06 100.0 -23% 0% 10%
2008-10-07 98.7 -16% 7% 17%
2008-10-08 98.0 -13% 8% 18%
2008-10-09 99.2 -5% 19% 29%
2008-10-10 98.7 -8% 18% 28%
2008-10-15 8.0 -5% 20% 29%
2008-10-16 81.1 -12% 15% 25%
2008-10-22 85.0 -4% 22% 32%
2008-10-23 93.5 -5% 21% 32%
2008-10-24 96.4 -2% 22% 35%
2008-10-27 88.9 3% 25% 40%
2008-10-28 87.7 -7% 11% 26%
2008-11-11 47.0 0% 23% 35%
2008-11-12 76.4 4% 27% 41%
2008-11-13 82.2 1% 21% 32%
2008-11-17 42.6 6% 30% 39%
2008-11-18 73.8 3% 29% 39%
2008-11-19 82.8 10% 36% 49%
2008-11-20 77.8 20% 45% 58%
2008-11-21 58.8 11% 38% 48%
2009-02-17 4.9 24% 39% 68%
2009-02-18 39.2 25% 40% 69%
2009-02-19 33.6 28% 43% 73%
2009-02-20 78.6 30% 43% 73%
2009-02-23 62.4 38% 47% 77%
2009-02-24 49.1 33% 43% 70%
2009-02-27 52.1 41% 53% 82%
2009-03-02 83.4 46% 59% 85%
2009-03-03 88.6 46% 60% 88%
2009-03-04 38.7 41% 59% 88%
2009-03-05 87.9 46% 66% 93%
2009-03-06 90.9 47% 67% 93%
2009-03-09 80.2 50% 68% 94%
2011-08-08 8.8 20% 25% 51%
2011-08-09 26.0 15% 20% 44%
2011-10-03 21.5 29% 32% 54%
2011-10-04 38.2 24% 29% 49%
2015-09-29 1.7 9% 15% 33%
2016-01-20 26.1 17% 22% 51%
2018-10-23 0.7 7% 10% 26%
2018-10-24 2.5 10% 13% 27%
2018-10-26 5.4 9% 13% 22%
2018-12-20 4.0 19% 31% 50%
2018-12-21 21.0 22% 34% 54%
2018-12-24 29.6 24% 37% 56%
2018-12-26 34.2 20% 33% 52%
2020-03-17 13.9 40% 62% 78%
2020-03-18 28.7 40% 63% 84%
2020-03-19 32.7 38% 61% 83%
2020-03-23 54.3 41% 67% 92%
2022-09-29 2.2 2% 17% 47%



Jim
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