What a phenomenal specification for how to the next phase of mechanical investing!

In a related vein, I used Google's Gemini - in Sheets - to "analyze my data" - which was my curated logging sheet of the last six years of weekly market timing signal tracking and SPY index values. This was after using the excellent and venerable software tool Orange on the same dataset. I had spent probably 8-12 hours curating/refining the source data and adding custom calculated fields such as forward 1 month return.

I learned the basics of Orange in a few hours and was able to generate (and learn about) stats on the predictive value of week to week signal changes for forward returns in a few more hours.

The Gemini plugin returned similar statistical analysis and results with better - excellent - layman's explanations in 15 seconds.

They both told me there's effectively zero predictability in forward returns from a sum of weekly changes in the signal totals. (There may be, at extremes). But this tool can very quickly help me analyze which of the indicators I track may be more associated/correlated with positive future return periods - especially at switch times. (Like the BCs, breadth measures, etc.).

Good hunting,
FC