Yes I ran NH/NL and other timing strategies but a simple SPY>325daySMA won

And the funny thing is, the seemingly natural index to use would be QQQ (or ^IXIC on yahoo), since that is the Nasdaq 100.

But SPY (^GSPC) as the SMA index works better.

But...
the primary benefit of a good timing scheme does in this screen is to move you out of the market in the 2000-2005 period. In all the other 5 year periods, timing is kind of a meh. Most had slightly worse results.
Of course, the thing is, you don't know ahead of time when the bottom might drop out.

For the eight 5-year periods starting in 1985:

Untimed    Timed
24.6%     24.8%  << -- average
24.6%     16.6%  << -- median

There is another thing. Look at a chart for the Nasdaq 100 for 1995 to 2005. It was a huge ramp up and then a crash. The crash basically reversed the ramp up.

For this screen (GTR1 backtest, untimed):

2/1995 - 2/2000: CAGR 67.8%
2/2000 - 2/2005: CAGR -8.4%

2/1995 - 2/2005: CAGR 24.0%

Value on 1/2/1995: $149
Value on 2/1/2005: $1281
Peak value, 9/1/2000: $3251

Not too shabby overall. Almost 10X your money. Minus what you spent on Tums & sleeping pills.


Okay, with timing:
Value on 1/2/1995: $76
Value on 2/1/2005: $1997
Peak value, 9/1/2000: $2095

But look what the timing did for you from 1985 to 1995. Not so good.

Hmmm, maybe it would be better overall to have a looser sell signal.