The Cycle Forecasting plotted as an indicator is transformed into a mechanical trading rule. The results suggest that trading based on recurring sentiment significantly outperforms the Dow in nearly all performance metrics, including the net return, profitability, and Sharpe ratio. Real cyclic motions are not perfectly even; the period varies slightly from one cycle to the next because of changing physical environmental factors. This dynamic behavior is also valid for financial market cycles. For more information, visit our official website!
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