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But we can also consider the buy signals from the system separately from the sell signals as proxies for market strength and weakness. For example, since mid-2014, when I first began collecting these data, when we divide the sample into quartiles, we find that, after a single day of many new buy signals (top quartile), the next 10 days in SPY have averaged a loss of -.23%. After a single day of few buy signals (bottom quartile), the next 10 days in SPY have averaged a gain of +.80%.
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