- This topic has 1 reply, 2 voices, and was last updated 1 day, 20 hours ago by
.
Viewing 2 posts - 1 through 2 (of 2 total)
-
Here is an interesting idea for a regime filter from William Delwiche:
The BAA Corporate Yield in Norgate is %COBAA. I tried it on my systems, and it managed ok with a shorter 3-month MA or longer 12-month MA on the US Monthly systems. Not as a good as my current regime filter though. Not great on the mean reversion systems.
Someone else might be able to find it useful (perhaps with an All Weather system?)
Viewing 2 posts - 1 through 2 (of 2 total)
- You must be logged in to reply to this topic.
Shopping Cart