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Politics : High Tolerance Plasticity -- Ignore unavailable to you. Want to Upgrade?


To: TREND1 who wrote (17671)11/11/2002 9:42:35 PM
From: Warpfactor  Read Replies (1) | Respond to of 23153
 
<<That $BPCOMPQ data you gave me is causing problems(g).>>

I have developed a set of Bear market rules and a set of Bull market rules.

A question that puzzled me was "How does one know that one is in a Bear market??" and thus apply the bear market parameters. If it is March 15, 2000, do we know that a Bear market is underway and play it as such??

I chose to use a 50/200 DMA crossover of the SP500 to determine if we are in a Bear or Bull market. No false signals - which is what you want for an intermediate length model. Unfortunately, the Bear market didn't "start" until October of 2000, by that indicator.
Thats how I modeled it. If I arbitrarily used March 2000 as the start of the Bear, I would have made more "money" with my backtested spreadsheeet.