ma_crossover
Faber (2007) - A Quantitative Approach to Tactical Asset Allocation; SMA trend filter
Rolling Sharpe
—
90-day rolling window
Drawdown
—
peak-to-trough
Win Rate
—
0 fires · weight 0.00×
Current Status
State
Ensemble Weight—
Fires (90d)0
Last fired—
Methodology
Faber (2007) - A Quantitative Approach to Tactical Asset Allocation; SMA trend filter
Supported Markets
Universal
State Transition History
No state changes recorded yet