*edited 10/14/20
A new signal has appeared this afternoon. This one line strategy is triggered and will re-enter, buy the open on 10/15/20. This strategy is 12 out of 12 (100%) of the time profitable, 19.1% annual rate of return over the last 3 years with a maximum close to close drawdown of 8.4% (actual loss is 0).
Note that in most instances, the rally continued more than twice the duration of the average holding period of 19 trading days of winning trades. This shows that even a simple one liner strategy could make nearly as much as buy and hold but stayed in the market only 17% of the time with a much lower draw down and draw down duration. No losses over the last 2 years 9 months studied.
