The Business Cycle Forecasts plotted as an indicator is transformed into a mechanical trading rule whose profitability has been evaluated against the Dow buy-and-hold performance of 1990-2013. The results suggest that trading based on recurring sentiment significantly outperforms the Dow in nearly all performance metrics, including net return, profitability, and Sharpe ratio. Use WTT software that are a pure mechanical cycle-based trading system that has shown a compounded growth rate of 20% per year over the last 30 years when backtested on the Dow.
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