Randy Harris retweeted
"Stepping Aside Only When Credit Breaks: A High-Yield Spread Regime Filter for Equity Exposure":
"Price-based momentum timing rules protect equity investors in crashes, but false alarms make them exit and re-enter often... We test a macro regime rule driven by an external signal instead: the ICE BofA US High Yield option-adjusted spread." papers.ssrn.com/sol3/papers.…
Seven Keller & Keuning strategies vs Triad, Jan 2000 to Sep 2026:
UPI 5.75 vs 3.96 (HAA)
Max drawdown -8.70% vs -9.44% (HAA)
CAGR 15.06% vs 13.10% (BAA Aggressive)
Over 46 years, BAA Aggressive returned a tiny more, but that isn't the whole story.
As Paul Harvey would have said - and now the rest of the story...
dualmomentumsystems.com/blog…
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Most timing rules watch prices and whipsaw on every correction. This one watches credit instead: out only when high-yield spreads are at 6.5%+ and still near their peak.
0.8 regime changes a year since 1997, and 83% of realized gains long-term.
@SSRN papers.ssrn.com/sol3/papers.…
Created a Quiet Compounding Tracker today. Nice for checking results and metrics. @joinautopilot @grok @claudeai
dualmomentumsystems.com/qc/
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Quiet Compounding, I swapped in IWB for all equity so I could back test it. Stress periods were awesome. Subscription info at AutoPilot: marketplace.joinautopilot.co…
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Alpha by Sector is seeking alpha using a scoring criteria for picking momentum stocks, with industry allocation guardrails, and canary indicators to help limit damage in down markets. marketplace.joinautopilot.co…
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Family Office Blueprint, a new buy and hold with updates annually replicates the aggregate Family Office investing, invest like the rich easily now. marketplace.joinautopilot.co…
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Quiet Computing is a slight re-work of my DMS Model Conservative Portfolio. marketplace.joinautopilot.co…
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I wasn't aware of AutoPilot, but think it is really slick and will be really incredible when they fully integrated Schwab and Fidelity. I have put three Portfolios on the platform.
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After developing tactical asset allocation models over the past 10 years, putting that work on dualmomentumsystems.com a subscriber recently asked if I could go onto the AutoPilot platform.
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