UDOW - Adjusting Strategies For Underlying Market Conditions
The Legend
I started creating algorithmic investment strategies in the early 1980s, never failed being disappointed. My current project started in early 2019, mostly to see if a redesign of the analytical market paradigm could improve algorithmic investing returns.
Understanding Complex Strategies and Market Timing describe Specter/FF5 design and performance. In this article, the 13em combination will be used for performance numbers. The Specter/FF5 signals are derived from technical details (above/below and up/down) of a 13 day exponential moving average and a 13 day simple moving average based on the weighted closing price of SPY.