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The week's question
In December 2024, in the thread "Re: BRK: Why Not XOM?", BreckHutHigh asked the members: "What about the long road trips with kids?" This week it is put to everyone again. The button below opens the small thread re-asking it - read what others have said so far, then give your own answer as an ordinary reply.
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Investment Strategies / Mechanical Investing
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Author: lizgdal ✶☼  😊 😞
Number: of 6131 
Subject: Re: link to a timing example ?
Date: 04/22/24 12:12 PM
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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"
gtr1.net: GTR1 Backtester - SP500EW_sell_if_SMA_Bearish

->-> 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"
gtr1.net: GTR1 Backtester - SP500EW_sell_if_SMA_Bearish_simple

->-> 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]]
gtr1.net: GTR1 Backtester - SP500EW_sell_if_SMA_Bearish_simple_updated

->-> 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

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