As mentioned last week, I am starting a new series on tactical asset allocation techniques based on market timing. In this first part, we looked at the index PE (price to earnings ratio) as a buy/sell signal. In the second part, we consider the ten-month moving average (10 MMA) of the Index price. There are still…
Continue reading →I am starting a new series on tactical asset allocation techniques based on market timing. In this first part, we will look at the index PE (price to earnings ratio) as a signal. In this series, results from a backtest with Sensex and/or S&P 500 data will be presented and is one of the most…
Continue reading →For a while now, I have been wanting to do a full back-test of multiple market timing or tactical asset allocation strategies. I used a speaking invitation as an excuse to create a spreadsheet where multiple models can be quickly tested with 1000s of time periods. While at it, I asked myself, do we need to…
Continue reading →
