BLSH Model - B Case with BSF 1.07

The base case result from our BLSH Model is very promising. The brown colored line is based on the SPY closing price. The green line is our model result. Apparently the green line is less volatile than the brown line. Which line do we like? The brown line or the green line?

This was actually an alternative to the base case. The result shown here had an alternative buy/sell factor (BSF) of 1.07. We had defined our base case with the BSF = 1.06.

The base case result is posted on the following blog.