Recent BCC Signals 2023-01-20

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
20230120    2      Bear   Bull   Bear
20230111    2      Bear   Bull   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
17 Likes
2

Could you post this on shrewdm.com in that Mechanical Investing board, as well?

Thank you.

Eric Hines

4 Likes
3

Thanks for posting these weekly. The SMA indicator should be Bull, not Bear. The S&P 500 at 3973 is slightly above its 200 dma of 3969. So both SMA and NH/NL are now bullish.

Screen Shot 2023-01-21 at 8.57.06 AM

4

True only if you assume that BCC “SMA indicator” is a moving average crossover(MAC). But it is not. The BCC 200-DMA Slope is negative or Bearish.

GD_

3 Likes
5

Got it. Is there a formula for calculating “SMA Slope”?

6

Not sure what BCC used. The Excel formula for slope uses linear regression.

SLOPE function - Office Support var varSegmentation = 0; var varClickTracking = 0; var varCustomerTracking = 0; var varCustomerCookies = [“msresearch”]; var varAutoFirePV = 0; var Route = ‘16000’; var Ctrl = ‘010’; var OOGlobal = { BaseDomain: location.protocol + “//” + location.host, Culture: “en-US”, Language: “en”, LCID: “1033”, IsAuthenticated: “False”, WebAppUrl: “Login | Microsoft 365”, GUID: “11fb8f97-3117-4813-98aa-61d7e01276b9”, Platform: navigator.platform };

Syntax

SLOPE(known_y’s, known_x’s)

The SLOPE function syntax has the following arguments:

  • Known_y’s Required. An array or cell range of numeric dependent data points.
  • Known_x’s Required. The set of independent data points.

GD

2 Likes
7

Create [SMADiff]: [1*[Simple Moving Avg of closing g-prices over 200 days; lag=0 days] - 1*[Simple Moving Avg of closing g-prices over 200 days; lag=10 days]]

I think this is the formula used in BCC calculations.

2 Likes
8

lsmr409

8h

Create [SMADiff]: [1*[Simple Moving Avg of closing g-prices over 200 days; lag=0 days] - 1*[Simple Moving Avg of closing g-prices over 200 days; lag=10 days]]

I think this is the formula used in BCC calculation

Thanks! I Knew it was different not really a slope or standard crossover but something else.

GD_

2 Likes
9

It’s fairly easy to compare today’s SMA to yesterday’s SMA. If it’s lower, the slope is negative.

Elan

2 Likes
10

Yes, I believe the ‘BCC version’ is just comparing the 200-DMA of today with that of 10 days ago. If today’s is lower, the slope is negative.

2 Likes