Post #1618 by zeelotes on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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No. of Recommendations: 10

Here are the dates when the various Bear Catchers were first mentioned.

9/27/2008: Dying Bullish Euphoria - http://www.datahelper.com/mi/search.phtml?nofool=y...
7/22/2008: Nasdaq NH-NL - http://www.datahelper.com/mi/search.phtml?nofool=y...
9/27/2008: SMA Slope - http://www.datahelper.com/mi/search.phtml?nofool=y...

So the following is based on beginning on 9/27/2008 and remaining invested until 3/13/2024.

SMA Slope        SMA Slope  Nasdaq NH-NL  Dying Bullish Euphoria  SPY
CAGR:            10.16      13.63         7.77                    12.71
TR:              345.07     618.03        217.42                  533.66
Log2TR:          2.15       2.84          1.67                    2.66
SAWR(20; 0.95):  8.23       11.15         6.75                    10.05
GSD(20):         14.90      15.14         8.90                    18.38
DIGSD(20; 0%):   17.97      18.17         9.61                    22.06
LDD(20; 0%):     10.21      9.88          5.36                    12.27
LDDD3:           8.05       6.00          5.42                    8.03
MDD:             -28.46     -33.52        -16.27                  -40.95
UI(20):          8.34       6.15          5.37                    7.90
Sharpe(20):      0.72       0.93          0.81                    0.76
Beta(20):        0.65       0.70          0.27                    1.00
TI(20):          15.00      18.39         25.79                   12.52
AT:              1.59       0.88          3.87                    0.20

Here is the same with a bit of coloring to illustrate the winners among them.

https://zeelotes.org/Bear_Catchers_Update.PNG

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