Post #3492 by anchak on the Mechanical Investing board

Investment Strategies / Mechanical Investing ❤

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Hi Jim ... I tried my hand at it ..... Here's the pic .....with some hand drawn arrows and commentary. Everything else is programmatic.

https://www.dropbox.com/scl/fi/j4r7e1ty1ejh4qrj27d...

Data used :
(a) US 10Yr
(b) Gold contract
( Both 1960s+)
(c) USD contract (1990+)

Legend of signals
(1) Rate related : 2 circles ( Red and Green - bidirectional) and the small White triangle inverted
(2) Gold : Top inverted Yellow triangle
(3) $ Related : Bottom ribbon markers

Inferences:

- Its not common to have everything go berserk. I tried to mark those periods with the hand-drawn arrows
- While it has happened at major lows - but really seems to be event/dislocation driven. ie markets can fall further. or really non-event for equities ( 1993-94 Bond crisis)

Would love to hear your thoughts!

Best
AC

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