DynamicSignalLab

Misery index strategy

Hi all,

It's bear market so let's have a look at the misery index.
Misery index = inflation(%) + unemployment (%)

It's only possible to use this chart on the monthly (as misery index is updated monthly), but just for fun I added a strategy to it. If misery index increases you short and you go long when MI decreases.
Enjoy

p.s. the band is pretty cool too

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