Avoid Equity Bear Markets with a Market Timing Strategy — Part 1

In this series of three articles, our goal is to construct a market timing strategy that would reliably sidestep the equity market during bear markets, thereby reducing market volatility and boosting risk-adjusted returns. We will build trading signals based on price-based indicators, macroeconomic indicators, and a leading indicator, a yield curve, that would try to predict recessions and bear markets in advance. All three articles would be published in a span of the next few days. We start with the first part — a short intro into the market timing strategies using price-based rules.

https://quantpedia.com/avoid-equity-bear-markets-with-a-market-timing-strategy-part-1/