Yep. I have never done anything with thinkorswim scripts (and I haven't done any real coding in a few years), so it's the type of thing that I would like to get around to investigating more, but probably won't until mid-December... if I'm lucky.

That being said, I like the basic idea of what you've started here, which is why this is a really interesting thread to me.

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As far as CAPE and the Buffett indicator go, if I don't have a thinkscript of them to look at, I can't include them in a strategy. For me, trying to code them would be like trying to bake a souffle in an easy bake oven.

Gotcha.

I brought it up, because by coincidence, I happen to be in the process of developing a holistic multi-cycle variable-leverage investment strategies based on long term, medium term, and short term metrics. So the 200-day metric would fall under my "medium term" category, and the modified CAPE and Buffett indicators would fall under my "long term" category.

It's part judgment-based, and thus not totally automated, but the more quantitative support you can have for the parameters of your strategy, the better.

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I don't think the strategy, as shown, is that impressive, though.

Ehhh, it's debatable, but I certainly see your point.

I'm one of the few people who even mention Death Crosses as a useful indicator around here (LSUtoOmaha suggested it might be bullcrap a little less than a month ago), but even for me, it's only a small piece of my overall strategy.

My overarching point is that indicators such as the modified Buffett indicator and the 200-day momentum indicator ARE statistically significant (and thus represents useful information of some form), and this being the case, it logically stands to reason that it shouldn't be too difficult to devise a leverage-varying index investment strategy that beats the market.

We'll see how it goes, but in any case, thanks for the thread.