CapitalTime
Articles on investing and capital management, with a quantitative focus.
BullSignals
These are not stock recommendations or advice. I have shut down this active strategy; see the final post below.
| Date | Signal |
|---|---|
| 2015-01-19 | Buy |
| 2015-06-04 | Sell |
| 2016-03-14 | Buy |
| 2016-10-31 | Sell |
| 2017-01-05 | Buy |
| 2018-02-14 | Sell |
| 2018-06-12 | Buy |
| 2018-09-10 | Sell |
| 2019-01-31 | Buy |
| 2019-08-21 | Sell |
| 2019-09-06 | Buy |
| 2020-03-09 | Sell |
| 2020-06-08 | Buy |
| 2021-10-01 | Sell |
| 2021-10-27 | Buy |
| 2021-12-09 | Sell |
| 2021-12-27 | Buy |
| 2022-01-19 | Sell |
| 2022-11-18 | Buy |
| 2023-03-20 | Sell |
| 2023-04-10 | Buy |
| 2023-05-25 | Sell |
| 2023-07-17 | Buy |
| 2023-08-21 | Sell |
| 2023-11-28 | Buy |
| 2024-01-26 | Sell |
2024-01-26
Shutting Down BullSignals
I've been using this trend-following algorithm (BullSignals) for a few years, and began trading a dedicated account in January 2020... #bullsignals
2023-08-21
Another Sell Signal
My market timing algorithm gave a Sell signal on August 21. This is the fifth signal this year, which is more than I would like to see... #bullsignals
2022-12-02
Market Turning Bullish?
My market timing algorithm gave a Buy signal on November 18, which is the first new signal in ten months. I'm a bit surprised... #bullsignals
2021-12-09
Sell Signal
My market timing algorithm gave a "sell" signal today. It's picking up weakness in non-US markets and projecting that... #bullsignals
2021-10-27
Buy Signal
My market timing algorithm gave a "buy" signal today, so I bought the S&P 500 index. Not much time has passed since the recent... #bullsignals
2021-10-01
Sell Signal
My market timing algorithm gave a "sell" signal today, so I sold the S&P 500 index. This is only within a small account... #bullsignals
2021-07-11
Reflecting on BullSignals During Covid
I continue to run my algorithm-based trend following strategy, to a limited extent. I keep this in a separate account... #bullsignals
2019-12-30
Scaling down my market timing
Although my BullSignals market timing has given reasonable results for a few years, I've decided to scale down... #bullsignals
2019-09-06
Buy Signal
My market timing algorithm gave a buy signal today, September 6. After two weeks in cash, this resumes a long position in stocks. #bullsignals
2019-08-21
Sell Signal
My market timing algorithm gave a sell signal today, August 21. This gives a +6.4% total return in XIU and +9.4% total return in SPY.... #bullsignals
2019-06-13
BullSignals Basics
My algorithm evaluates stock market strength and tries to detect periods of high risk... #bullsignals
2019-06-08
Timing the market is probably a bad idea
I'm aware that it's generally a bad idea to try "market timing". Trading in and out of the market usually gives worse performance... #bullsignals