Daily: Negative (supports investing at a factor of -2.
Weekly: Negative (>6x investment threshold)
Monthly: Negative (>2x investment threshold)
Quarterly: Marginally negative (~1/3 of investment threshold)
Annually: Marginally negative
I’m still invested against the index. Technically, my algorithm calls for me to invest against the index at a factor of -2, but tomorrow’s forecast calls for switching back to a factor of -1 based on the monthly forecast. Thus, I’m staying as is to avoid extra transaction costs. Invest at your own risk!