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morphogirl
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UNITED STATES
Joined: Feb 13, 2005
Posts: 16
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Market Timing Model data problem

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I created a test portfolio using the p123 Market Timing Model this morning and it created positions for it.

The p123 market timing has the following buy rule
sma(5,0,#SPEPSCY) > sma(21,0,#SPEPSCY)
which has to be true in order to buy.

I wanted to see what the actual values were for these sma.
I'm attaching a spreadsheet with the data from the p123 fed model for the last couple of months.
I added an sma5, sma21 for the EPS CurrY and
diff=sma5-sma21

The problem is that diff should be positive for the model to buy and diff is actually is negative.
So why is the model buying?

What did I miss here?

Thank you
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