Avoid Equity Bear Markets with a Market Timing Strategy — Part 3

In the last third installment, we will finish exploring the world of market timing strategies (see parts 1 & 2). We will focus on yield curve predictors and incorporate all three ideas (price-based, macro-economic, and yield curve predictors) into one final trading strategy that yields an annual return above that of the stock market while doubling its Sharpe ratio and reducing maximal drawdown by two thirds.

https://quantpedia.com/avoid-equity-bear-markets-with-a-market-timing-strategy-part-3/