There are a few ways to do this, but the "Close all liquid positions" works well:

->-> Using the standard BCC:
SP500EW_sell_if_SMA_Bearish
"Close all liquid positions and hold cash on any market dates where BCC = 0!2!4!6"
https://gtr1.net/2013/?!!QlpoMTFBWSZTWb5bJ6MAAu3fg...


->-> Pulling out the SMA signal:
SP500EW_sell_if_SMA_Bearish_simple
"Close all liquid positions and hold cash on any market dates where SMADiff < 0"
https://gtr1.net/2013/?~SP500EW_sell_if_SMA_Bearis...


->-> Using S5T instead of GSPC:
SP500EW_sell_if_SMA_Bearish_simple_updated
"Close all liquid positions and hold cash on any market dates where SMAB < 0"
[SMAB]: [[200-day SMA lag 0] - [200-day SMA lag 10]]
https://gtr1.net/2013/?~SP500EW_sell_if_SMA_Bearis...


->-> 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]]
https://gtr1.net/2013/?~SP500EW_sell_if_SMAC:h63::...

SMAC backtests better than the SMADiff used in BCC. Maybe BCC should be updated to use SMAC?

Mechanical Investing FAQ

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