In and Out | Status-IN-with caution !

InvestIt Now Signals Newsletter - Volume 2 Number 5 -Status and Heat - December 3, 2024

TLDR

The InAndOut Heat Signal has been IN for more than 31 days now!

We were wrong about recommending being OUT, due to extrinsic risk factors, from a returns basis.

In the future, we’ll weight just following the signal, yet at the time, it wasn’t and isn’t clear what the right choice is. From a straight-up returns measure, we lost some gains, yet we slept better with our choice.

For our personal account, we are exercising caution, and are now back IN with 50% of our previous IN investment, and will reevaluate next month whether to go All IN.

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Appendix: Stats and Charts for current state of InAndOut Strategy

Here is the current 50 day graph of the component signals, from Telegram. When the signals simultaneously fall below the 0.95 threshold, that is the Out signal, and the portfolio, be it SPY or 75% SPY + 25% BTC goes to a risk-free ETF, like SHV or cash.

Last 70 days of Factor Signals (Blue-Orange) and InAndOut Signal (Red)

Here is today’s signal:

Here are the updated detailed heat graphs. Heat is a measure that tells you how close to being OUT the strategy is.

Signal Heat Map(Gray=Out, Red=Hot=Almost Out)

Roll up graph of factor signals (orange-blue), InAndOut signal (green), and heat signal (yellow-green-purple)

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Review Results

Using equity SPY with strategy: InandOut
during Period: [2019-12-04, 2024-12-02]

Cum Returns: 125%
CAGR: 18%
Max Drawdown: -13%
Returns by period: 3m:6% 6m:13% 1yr:31% 3yr:15% 5yr:18%

Risk measures: Monthly
SharpeRatio: 1.2 Mean: 16.6% Volatility: 13.5%

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You can access this data at the Telegram link: InvestIt Now Channel

The Future is Near

We are reviewing our current InAndOut signal, for possible enhancement.

We are getting close to adding other long-term investment portfolios into our Telegram interface, using the same InAndOut signal, as a global gating signal.

The new strategy types will be:

• Adaptive Direct Cost Averaging(DCA),

• Factor Fundamentals for stock and ETFs portfolios/

Disclaimer

• This is not financial advice, and readers should consult with a financial professional before making investment decisions.

For access to much more detailed data about this and other strategies, subscribe to our Substack here: