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Going forward I am going to post the blog posts exclusively over at Substack. The image capabilities with the Weebly editor are cumbersome. In tonight's post the image showing all the historical trades is cutoff (there are way more matches). Anyway, use the substack link. You can check the blog for free at: https://backtest.substack.com The short term gauges are leaning solidly bullish and honestly, that caught me off guard. I went back and reviewed the historically matched SPY dates, expecting a few outliers to skew the signal. Sure enough, February and March 1999 had some monster gains, but even without those, the remaining matches held their own.
3-Day Signal Snapshot This one stood out, so here’s the breakdown:
Below are the historically matching days.
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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
June 2026
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