In and Out | Status-OUT-Yes, get OUT of SPY now.
InvestIt Now Signals Newsletter - Volume 2 Number 6 -Status and Heat - February 26, 2025
TLDR
The InAndOut Heat Signal has been IN for more than 88 days now!
The signal just turned to OUT after dancing around the threshold for the past few weeks.
Appendix: Stats and Charts for current state of InAndOut Strategy
Here is the current 100 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.
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. Gray dots mean the signal is saying get OUT.
Review Results
Using equity SPY with strategy: InandOut during period:
[2020-02-28, 2025-02-26]
Summary:
Total Return Sharpe CAGR Max Drawdown
-------------- -------- ------ --------------
126.13% 1.34 17.74% -13.33%
Annualized Returns:
mtd 3m 6m ytd 1y 3y 5y 10y incep.
------ ----- ----- ----- ------ ------ ------ ----- --------
-0.75% 0.60% 4.55% 1.85% 16.32% 16.20% 17.74% - 17.74%
Risk Measurements:
Periodic:
Risk daily monthly yearly
------ ------- --------- --------
sharpe 1.34 1.35 0.97
mean 17.19% 17.22% 13.86%
vol 12.80% 12.80% 14.34%
Drawdowns:
max avg # days
------- ------ --------
-13.33% -1.56% 14.88
Misc:
--------------- ------
avg. up month 3.44%
avg. down month -2.28%
up year % 80.00%
12m up % 86.00%
--------------- ------
You can access this data at the Telegram link: InvestIt Now Channel
Futures
While we continue to look for killer strategies for assets, we have expanded out into measuring truthfulness of videos, using the latest in AI techniques.
See hotchilianalytics.com for a bit more info.
Disclaimer
This is not financial advice, and readers should consult with a financial professional before making investment decisions.
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