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On Tuesday, I shared the complete 31 year backtest data for the Bear Hunter Volatility Overlay. As promised, the checkout link is now live for the beta group. There are exactly 20 lifetime licenses available at the beta price of $347. Once these 20 spots are claimed, the link below will expire, and the system will remain closed until the official public launch at $547. What happens after you secure your spot: The payment link will take you directly to the digital download for the PDF with all the information for getting started with the Bear Hunter engine. This includes:
If you have reviewed the trade history and decided this quantitative structure is a fit for your portfolio, you can claim your spot here: One quick note : Be sure to read the installation instructions before clicking the link that creates your copy of the spreadsheet. I look forward to working closely with the 20 of you who join. Talk soon, Dave Johnson - Quantitative System Designer at via Trading Time Machine https://ift.tt/5dYlXu3
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On Tuesday, I shared the complete 31 year backtest data for the Bear Hunter Volatility Overlay. As promised, the checkout link is now live for the beta group. There are exactly 20 lifetime licenses available at the beta price of $347. Once these 20 spots are claimed, the link below will expire, and the system will remain closed until the official public launch at $547. What happens after you secure your spot: The payment link will take you directly to the digital download for the PDF with all the information for getting started with the Bear Hunter engine. This includes:
If you have reviewed the trade history and decided this quantitative structure is a fit for your portfolio, you can claim your spot here: One quick note : Be sure to read the installation instructions before clicking the link that creates your copy of the spreadsheet. I look forward to working closely with the 20 of you who join. Talk soon, Dave Johnson - Quantitative System Designer at Via https://backtest.substack.com/p/the-bear-hunter-beta-is-open-20-spots Hello everyone, Tomorrow is the official unveiling of the Bear Hunter System Beta. Before we get to the launch, I wanted to address a quick piece of feedback regarding the performance data. It looks like the full Google Sheet was a bit heavy for those of you viewing it on mobile screens. Reviewing all those historical trades, comprehensive stats, and detailed graphics all at once can definitely overload a phone browser. To make the numbers much easier to digest on the go, I have converted the data into a streamlined PDF. Most of the pages are dedicated to the all of the historical trades with the beginning pages showing equity curve, drawdown and system stats. You should really dig in to this to determine whether or not this would be a good fit. I think in most cases it makes sense for most portfolios but that is just my opinion. Dig in! You can easily view and download the complete performance breakdown right here: Bear Hunter System Full Data PDF Take some time to look over the numbers today. I want to make sure you have absolute clarity on how this system operates and what the stats mean. For those that may have missed my post yesterday with the beta offer, you can get that here. Tonight, along with the official release, I will be providing detailed screenshots and a short video walkthrough showing exactly how the Bear Hunter sheet functions in real time. Keep an eye on your inbox tomorrow for the full unveiling! Talk soon, Dave Johnson Via https://backtest.substack.com/p/a-quick-bear-hunter-update-before Hello everyone, Tomorrow is the official unveiling of the Bear Hunter System Beta. Before we get to the launch, I wanted to address a quick piece of feedback regarding the performance data. It looks like the full Google Sheet was a bit heavy for those of you viewing it on mobile screens. Reviewing all those historical trades, comprehensive stats, and detailed graphics all at once can definitely overload a phone browser. To make the numbers much easier to digest on the go, I have converted the data into a streamlined PDF. Most of the pages are dedicated to the all of the historical trades with the beginning pages showing equity curve, drawdown and system stats. You should really dig in to this to determine whether or not this would be a good fit. I think in most cases it makes sense for most portfolios but that is just my opinion. Dig in! You can easily view and download the complete performance breakdown right here: Bear Hunter System Full Data PDF Take some time to look over the numbers today. I want to make sure you have absolute clarity on how this system operates and what the stats mean. For those that may have missed my post yesterday with the beta offer, you can get that here. Tonight, along with the official release, I will be providing detailed screenshots and a short video walkthrough showing exactly how the Bear Hunter sheet functions in real time. Keep an eye on your inbox tomorrow for the full unveiling! Talk soon, Dave Johnson via Trading Time Machine https://ift.tt/PHh1xEf The forecast gauge rotated a bit lower after today’s strength in the market. We have a bit of a binary event with NVDA earnings after the close tomorrow. This sits somewhat in the middle of our blended one to 5 day short term outlook timeframe. For those that don’t know the forecast model tries to find days in SPY history that had a similar historical technical structure. We’ll have to see what that event brings us. Your guess is as good as mine. I’m pretty wiped out tonight as I’ve been dealing with the clean-up of the snow storm here in Connecticut. We received about 18” inches of some seriously heavy packed snow. If this storm was fluffy I swear it would have been 5 feet of snow. I was also finishing the backend to the Bear Hunter spreadsheet and documentation which has some serious calculations going on under the hood. Trust me, trying to get all the math on the sheet to match that of my backtesting platform was no easy task. These are not your off the shelf type indicators and the math is not always particularly clear at the source. Without much energy to give, I figured we’d have a little fun with the current funky pattern in the SPY The last 3 days in the SPY has printed a somewhat rare pattern where we had fairly strong up day today, a fairly weak day the prior day, and a fairly strong day 3 days prior, AND the 2 day rate of change is negative. I designed my candle matching algo in Wealth-lab to find similar patterns while being above the 150 period moving average. It look’s like this… The 3 matches I found were all from 2003, during the post-Dot Com rally. None of them occurred near all-time highs, making them difficult to compare directly with the current market, which sits within 3% of its all-time highs.. I then figured I’d run this pattern on all S&P 500 stocks over the last 30 years to see if anything stood out.
This defines the rare pattern were are seeing in the SPY but now we can find it in individual stocks. Woohoo! Sometimes when you go off on little tangents like this you find something. Either really good or really bad. I like both of those scenarios because they can lead to deeper research trying to find edges in data. Did we find something? Historically the rules found 410 matching “trades”. If we were to buy the next day at the open and hold for 2 days we get the following stats:
A pretty good negative lean there. Let’s look at holding 3 days
Let’s do a 5 day hold
The last trigger was recently in FDX was winner The trade before that was in NOC, a loser Let’s take a look 21 days later
Did we find anything? Not really. The pattern really just represented what you would see with random entries in a strong market after a fairly strong up day. The average winners and loser and win percentage are almost exactly the same. Weakness in the short term Strengthening with time The pattern was not a defining feature in any way. Now I’m feeling kind of bad I dragged you along to a dead end. In data finance research most of the time that’s where it leads. True statistical edges are extremely rare. It leads to many dead ends. Of the gazillion ideas I’ve tested only a small fraction ever make it to the stage where I will continue my work on the idea. Then a large percentage of those end up in the dumpster. Its frustrating but the rewards drive me today 30 years later. I love this stuff. If you’re seeking an edge to navigate high volatility regimes, I highly recommend exploring the Bear Hunter system’s data. I’ve shared everything from every historical trade, statistics, return profiles, and more. I’m currently bringing in 20 people to stress test the spreadsheet, identify any documentation inconsistencies, and address questions as I prepare to roll it out of beta. I need you to tell me why it is NOT an amazing tool to have in your arsenal. You have all the data to prove that. Check it out. OK I am heading to bed. Have a Great Night! Dave Johnson - Quantitative System Designer at via Trading Time Machine https://ift.tt/vXMctJh The forecast gauge rotated a bit lower after today’s strength in the market. We have a bit of a binary event with NVDA earnings after the close tomorrow. This sits somewhat in the middle of our blended one to 5 day short term outlook timeframe. For those that don’t know the forecast model tries to find days in SPY history that had a similar historical technical structure. We’ll have to see what that event brings us. Your guess is as good as mine. I’m pretty wiped out tonight as I’ve been dealing with the clean-up of the snow storm here in Connecticut. We received about 18” inches of some seriously heavy packed snow. If this storm was fluffy I swear it would have been 5 feet of snow. I was also finishing the backend to the Bear Hunter spreadsheet and documentation which has some serious calculations going on under the hood. Trust me, trying to get all the math on the sheet to match that of my backtesting platform was no easy task. These are not your off the shelf type indicators and the math is not always particularly clear at the source. Without much energy to give, I figured we’d have a little fun with the current funky pattern in the SPY The last 3 days in the SPY has printed a somewhat rare pattern where we had fairly strong up day today, a fairly weak day the prior day, and a fairly strong day 3 days prior, AND the 2 day rate of change is negative. I designed my candle matching algo in Wealth-lab to find similar patterns while being above the 150 period moving average. It look’s like this… The 3 matches I found were all from 2003, during the post-Dot Com rally. None of them occurred near all-time highs, making them difficult to compare directly with the current market, which sits within 3% of its all-time highs.. I then figured I’d run this pattern on all S&P 500 stocks over the last 30 years to see if anything stood out.
This defines the rare pattern were are seeing in the SPY but now we can find it in individual stocks. Woohoo! Sometimes when you go off on little tangents like this you find something. Either really good or really bad. I like both of those scenarios because they can lead to deeper research trying to find edges in data. Did we find something? Historically the rules found 410 matching “trades”. If we were to buy the next day at the open and hold for 2 days we get the following stats:
A pretty good negative lean there. Let’s look at holding 3 days
Let’s do a 5 day hold
The last trigger was recently in FDX was winner The trade before that was in NOC, a loser Let’s take a look 21 days later
Did we find anything? Not really. The pattern really just represented what you would see with random entries in a strong market after a fairly strong up day. The average winners and loser and win percentage are almost exactly the same. Weakness in the short term Strengthening with time The pattern was not a defining feature in any way. Now I’m feeling kind of bad I dragged you along to a dead end. In data finance research most of the time that’s where it leads. True statistical edges are extremely rare. It leads to many dead ends. Of the gazillion ideas I’ve tested only a small fraction ever make it to the stage where I will continue my work on the idea. Then a large percentage of those end up in the dumpster. Its frustrating but the rewards drive me today 30 years later. I love this stuff. If you’re seeking an edge to navigate high volatility regimes, I highly recommend exploring the Bear Hunter system’s data. I’ve shared everything from every historical trade, statistics, return profiles, and more. I’m currently bringing in 20 people to stress test the spreadsheet, identify any documentation inconsistencies, and address questions as I prepare to roll it out of beta. I need you to tell me why it is NOT an amazing tool to have in your arsenal. You have all the data to prove that. Check it out. OK I am heading to bed. Have a Great Night! Dave Johnson - Quantitative System Designer at Via https://backtest.substack.com/p/a-rotation-lower-in-the-short-term Over the last 31 years, the S&P 500 had 5 calendar years with significant negative returns. During those five years, a standard SPY position averaged a loss of 17.62%. Here is what Bear Hunter returned during those exact same years: Average across those five crash years: Bear Hunter +16.77%. Sit with that number before reading anything else. What Bear Hunter isAs a quant system developer, I specialize in building systems that address gaps in client portfolios and trading trajectories. I created Bear Hunter as a powerful volatility overlay with a single focus: systematically capturing mean-reversion rebounds during high-volatility regimes. This capability is typically absent from most investor and trader returns. It is 100% long-only. No shorting, no options, no margin. Because it trades only the standard SPY ETF or equivalent, it is fully IRA compatible. It is not a replacement for your core portfolio. It is designed to sit alongside one. The logic is straightforward. The system monitors two things: the VIX volatility regime and a set of quantified price exhaustion signals. When markets are calm, it sits in cash. When volatility crosses a defined threshold and price conditions align, it enters SPY for a mean-reversion trade. When that rebound matures or is negated, it exits on fixed rules. No forecasting, no macro judgment, no discretion; only predefined criteria. Over the full 31-year backtest (1996 to 2026, 425 total trades):
That exposure figure is worth pausing on. This system outperformed the SPY benchmark while being in the market less than one day in five. The other 83% of the time it was sitting in cash, completely out of the way of whatever else you are doing. The crash year performance is the standout metric, but this pattern extends across broader market conditions. Quarters with elevated average VIX levels have consistently generated stronger returns for the system. Rather than being a liability, volatility is the core environment Bear Hunter was engineered to live in. Here we can see all of the quarterly mean VIX closes with the associated Bear Hunter quarterly return. The full trade history, equity curve, drawdown data, and raw metrics are available here: Bear Hunter Data. I would encourage you to study the losing trades and the worst drawdown periods as closely as the wins. That is where you will understand whether this fits your approach. Dig in to each of the tabs at the bottom of the spreadsheet. What you get with a Lifetime LicenseThe Complete System Rules. Every formula, indicator setting, and entry/exit criterion. You own the underlying logic permanently -- you are not renting a signal. The Bear Hunter Command Dashboard. To make daily execution as simple as possible, I built an automated Google Sheet that does the heavy lifting for you. Click "Update," it pulls current market data, runs the algorithm, and prints a clear daily signal. No coding required. The Master Operating Guide. A detailed manual covering the full historical stats, indicator explanations, and real-world execution scenarios so you know exactly what to do when a signal fires. Direct Access. My contact info is in your welcome package. Please email as I want to make sure your setup is running correctly from day one. The BetaBefore the public launch, I am opening 20 spots. The goal is practical. I want to confirm the documentation is clear, the dashboard is updating cleanly, and the daily routine is manageable for real people with real portfolios. System discipline matters, and I want the tools to make that easy. The public lifetime license will be $547. Beta participants receive the same license with identical features and full functionality for $347, in exchange for structured feedback during implementation. I am keeping the group at 20 so I can work directly with each person. Thursday I will send the private checkout link. First come, first served. When the 20 spots are gone, the link closes. Before then, spend time with the trade history. Look at how the system behaved in 2000, 2008, and 2022. Think about how it would have interacted with your existing allocation during those periods. Then make a simple decision in advance: if the structure makes sense to you, act when the beta opens. If it does not, pass. No pressure. No urgency tactics. Just transparent data, defined rules, and a straightforward opportunity to implement them. If you have any specific questions as you review the trade history and data, simply reach out to me. I am happy to answer them before the doors open. Talk soon, Dave Johnson - Quantitative System Designer at via Trading Time Machine https://ift.tt/6egQ9VI Over the last 31 years, the S&P 500 had 5 calendar years with significant negative returns. During those five years, a standard SPY position averaged a loss of 17.62%. Here is what Bear Hunter returned during those exact same years: Average across those five crash years: Bear Hunter +16.77%. Sit with that number before reading anything else. What Bear Hunter isAs a quant system developer, I specialize in building systems that address gaps in client portfolios and trading trajectories. I created Bear Hunter as a powerful volatility overlay with a single focus: systematically capturing mean-reversion rebounds during high-volatility regimes. This capability is typically absent from most investor and trader returns. It is 100% long-only. No shorting, no options, no margin. Because it trades only the standard SPY ETF or equivalent, it is fully IRA compatible. It is not a replacement for your core portfolio. It is designed to sit alongside one. The logic is straightforward. The system monitors two things: the VIX volatility regime and a set of quantified price exhaustion signals. When markets are calm, it sits in cash. When volatility crosses a defined threshold and price conditions align, it enters SPY for a mean-reversion trade. When that rebound matures or is negated, it exits on fixed rules. No forecasting, no macro judgment, no discretion; only predefined criteria. Over the full 31-year backtest (1996 to 2026, 425 total trades):
That exposure figure is worth pausing on. This system outperformed the SPY benchmark while being in the market less than one day in five. The other 83% of the time it was sitting in cash, completely out of the way of whatever else you are doing. The crash year performance is the standout metric, but this pattern extends across broader market conditions. Quarters with elevated average VIX levels have consistently generated stronger returns for the system. Rather than being a liability, volatility is the core environment Bear Hunter was engineered to live in. Here we can see all of the quarterly mean VIX closes with the associated Bear Hunter quarterly return. The full trade history, equity curve, drawdown data, and raw metrics are available here: Bear Hunter Data. I would encourage you to study the losing trades and the worst drawdown periods as closely as the wins. That is where you will understand whether this fits your approach. Dig in to each of the tabs at the bottom of the spreadsheet. What you get with a Lifetime LicenseThe Complete System Rules. Every formula, indicator setting, and entry/exit criterion. You own the underlying logic permanently -- you are not renting a signal. The Bear Hunter Command Dashboard. To make daily execution as simple as possible, I built an automated Google Sheet that does the heavy lifting for you. Click "Update," it pulls current market data, runs the algorithm, and prints a clear daily signal. No coding required. The Master Operating Guide. A detailed manual covering the full historical stats, indicator explanations, and real-world execution scenarios so you know exactly what to do when a signal fires. Direct Access. My contact info is in your welcome package. Please email as I want to make sure your setup is running correctly from day one. The BetaBefore the public launch, I am opening 20 spots. The goal is practical. I want to confirm the documentation is clear, the dashboard is updating cleanly, and the daily routine is manageable for real people with real portfolios. System discipline matters, and I want the tools to make that easy. The public lifetime license will be $547. Beta participants receive the same license with identical features and full functionality for $347, in exchange for structured feedback during implementation. I am keeping the group at 20 so I can work directly with each person. Thursday I will send the private checkout link. First come, first served. When the 20 spots are gone, the link closes. Before then, spend time with the trade history. Look at how the system behaved in 2000, 2008, and 2022. Think about how it would have interacted with your existing allocation during those periods. Then make a simple decision in advance: if the structure makes sense to you, act when the beta opens. If it does not, pass. No pressure. No urgency tactics. Just transparent data, defined rules, and a straightforward opportunity to implement them. If you have any specific questions as you review the trade history and data, simply reach out to me. I am happy to answer them before the doors open. Talk soon, Dave Johnson - Quantitative System Designer at Via https://backtest.substack.com/p/bear-hunter-beating-spy-while-being |
Dave JohnsonI'm Dave Johnson, a former investment advisor and quantitative system developer with over 30 years of experience building and trading mechanical systems. These days I focus on rules-based research, honest backtests, and sharing what the data actually shows. Archives
August 2026
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