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Tony Ferreira's avatar

The interesting question is whether the signal adds information beyond simply buying and holding. Comparing the outcomes across different entry signals is a useful way to test whether the apparent edge is actually persistent or just a function of the starting point.

The Patala Portfolio's avatar

Good question — worth separating into two pieces, since we've actually tested both.

On the market-timing signal specifically: the Core-Plus Strategy backtest compares SPY-with-signal against plain buy-and-hold across three separate crash cycles — dotcom, 2008, and COVID — not just one window. The edge shows up in all three independently, which is the best evidence I have that it's not just an artifact of when the backtest happens to start.

On entry conditions for the stock ranks specifically: the QuantRanks deep dive tests exactly this — same rank, same stock, split by whether the market signal was favorable at entry. There's a real but modest gap (a few points, not a multiple), which is more honest than either "the signal doesn't matter" or "the signal is doing all the work."

https://www.patalaportfolio.com/p/the-patala-core-plus-strategy-one?r=8m3v0c

https://www.patalaportfolio.com/p/quantranks-95000-stock-months-of?r=8m3v0c