Hi Jamil, Yea, got to watch for big chuckholes. However, they can provide excellent opportunities for gain if you hold your fire. Something like an index is not likely to stay down forever and so if you slowly buy on the way down and delay selling on the way up there are opportunities that should not be ignored.
My concern on what you were testing is the comparison between B&H and the barbell results. If I recall correctly you only beat B&H in one of the scenarios, not good enough. Messing with the parameters might change that.
My goal is to beat B&H by a little bit, ~0.1%, in an up market and then zoom past when the market takes a dive. If I manage to almost match B&H in an up market then I know I beat it over a full market cycle.
Best,
Allen
