Daily: Negative (Mildly over threshold)
Weekly: Negative (>3x over threshold)
Monthly: Negative (~80% over threshold)
Quarterly: Negative (>2x over threshold)
Annually: Marginally negative
I’m still holding a position against the index. As the daily forecast has weakened, and tomorrow’s forecast may lead me to exit, I toyed with the idea of getting out ahead of strategy. However, the longer-term forecasts leave me comfortable with holding on. Invest at your own risk! My models aren’t designed to predict what Trump will say next.
Hahaha, that’s the problem with models. Couldn’t see the pandemic coming. Couldn’t model the massive revenge spending. Can’t measure Trump’s statements and contradictions.
And yet, I’m going to stick with it, as long as it does better than purely buy and hold. Imperfect can still be better than no model. You just have to take it with a grain of salt.
Also, the daily forecast ended the day still meaningfully negative, so I didn’t exit my position today. Probably tomorrow, if forecasts hold.