Recent BCC Signals 2022-11-25

Investing Strategies Mechanical Investing
1

Here are the recent Bear Catcher Combined signals as taken from GTR1 using GTR1 Helper 4.5. The complete set of signals may be found by running GTR1 with the BCC url: GTR1 Backtester
Launch the url, take the option for Detailed Report and check the box for Signal Values. Finally, click “Run Backtest” and then download the report.

Larry

  Date    Signal   SMA    NH/NL  DBE
20221125    0      Bear   Bear   Bear
20220822    0      Bear   Bear   Bear
20220805    2      Bear   Bull   Bear
20220525    0      Bear   Bear   Bear
20220428    4      Bear   Bear   Bull
20220331    5      Bull   Bear   Bull
20220324    7      Bull   Bull   Bull
20211118    5      Bull   Bear   Bull
20211013    7      Bull   Bull   Bull
20211004    5      Bull   Bear   Bull
20210825    7      Bull   Bull   Bull
20210817    5      Bull   Bear   Bull
20210721    7      Bull   Bull   Bull
20210716    5      Bull   Bear   Bull
20201103    7      Bull   Bull   Bull
20201030    5      Bull   Bear   Bull
20200930    7      Bull   Bull   Bull
20200923    5      Bull   Bear   Bull
20200720    7      Bull   Bull   Bull
20200710    3      Bull   Bull   Bear
20200528    7      Bull   Bull   Bull
20200417    6      Bear   Bull   Bull
20200316    4      Bear   Bear   Bull
20200225    5      Bull   Bear   Bull
20200204    7      Bull   Bull   Bull
20200131    5      Bull   Bear   Bull
20191125    7      Bull   Bull   Bull
20191120    5      Bull   Bear   Bull
20191119    7      Bull   Bull   Bull
20191118    5      Bull   Bear   Bull
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2

What is the universe of stocks for the basis of the NHNL signal?

Thanks.

1 Like
3

NASDAQ, similar to

2 Likes
4

Thank you! So I assume something like daily Nasdaq (highs - lows) / tot issues with some smoothing? Bull when positive, bear when negative?

5

Yes, the smoothing is a 9-day weighted average using 9-8-7-6-5-4-3-2-1 weights. Bullish when NHNLdiff > -0.4

A more detailed answer is:

Command Translation
step0: NASDAQ exchange
step1: [Security Type] == Ordinary Common Shares or REIT
step2: No IPOs. ([Mkt Days Since Security Opened] >= 252)
step3: Only one share class per company

NHNLdiff link

Date [StockCount] [PcntNHC252] [PcntNLC252] [NHNLDiff]
20221114 2492 1.2 2.6 -4.2
20221115 2493 2.4 3.1 -3.3
20221116 2492 1.4 4.4 -3.0
20221117 2493 1.1 5.2 -3.0
20221118 2492 1.4 5.0 -2.9
20221121 2492 1.6 7.7 -3.4
20221122 2492 3.3 7.7 -3.6
20221123 2493 1.9 3.6 -3.4
20221125 2459 2.4 2.8 -2.9
barchart 3044 1.7% 2.4%
4 Likes
6

Thank you. I think I get it.