Thought you guys might find this interesting.
https://open.substack.com/pub/backtest/p/i-backtested-the-cnn-fear-and-greed
https://open.substack.com/pub/backtest/p/i-backtested-the-cnn-fear-and-greed
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Wow thanks for the link! 😲
Very interesting study, definitely worth testing further. I would especially like to see how well this holds during down-markets, such as 2018 and 2022.
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