Avoid Equity Bear Markets with a Market Timing Strategy — Part 2

In this second installment in a series of three articles, we will continue with our goal to construct a market timing strategy that would sidestep the equity market during bear markets. A few days ago, we started with price-based market timing strategies. Today, we will focus on macroeconomic indicators and predictors derived from the movements in the commodity markets.

https://quantpedia.com/avoid-equity-bear-markets-with-a-market-timing-strategy-part-2/