Two Ratios - Does anyone know the Details?

Investing Strategies Mechanical Investing
1

Some one posted this in the old board. Does anyone know who posted this or how this two ratios calculated?

2 RATIONS ( my 401K)
https://boards.fool.com/2-ratios-30565283.aspx?sort=whole#30565283
99 day NH
SPY B&H lookback 2 ratios
SINCE 1/2008 1.33% 28% 41%
SINCE 1/2000 1.27% 76% 116%
SINCE 1/1956 4035.21% 8764% 10469%
Note :
for figuring returns. I didn’t do NH lookback.
Mar’87 thru Jun’11
B&H Timed
CAGR 8.7% 12.2%
StDev 15.5% 12.2%
MaxDD -46.4% -16.3%
$100 grows: $750 $1,644

Jan’00 thru Jun’11
B&H Timed
CAGR 0.7% 7.7%
StDev 16.1% 11.8%
MaxDD -16.3% -16.3%
$100 grows: $109 $235

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2

Tpoto on Feb 27, 2013

Message: MI Board Search (datahelper.com)

This a GTR1 link for daily starts. Tpoto did his study on monthly starts

http://gtr1.net/2013/?h1::Check:et1:Ratio1:tr(1,126):Ratio2:tr(126,147):Check:ifgt(Ratio1,p0,1,ifgt(Ratio2,p0,0,1)){P:.95;.96;.97;.98;.99;1;1.01;1.02;1.03;1.05}{U:{SPY}}

Craig (who thinks the GTR1 code is correct, but knows he has been wrong many times)

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3

Also similar/akin to the Fourth BearCatcher, the 26/52w ratios.
Which is: bullish if EITHER today’s close is > 26W average OR the 26W average is > the 27-52W average; bearish if both of those are false.

Last went bearish 9/2/22 (I think) and 12/23/22, bullish flips 11/11/22 and 1/13/23. Currently bullish.

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