The Dynamic Following Methodology of Garke Tol Two Thousand 19 to Each Acet

We adopt the dynamic following methodology of garke tol two thousand 19 to each acet in our universe of 55 acets, based on the signs of the slow and fast momentous signals. In equation one and two, we define four market states for each acet. If an only fif a market state is either a correction or a rebound,. We also define that to returns to the slow andfast momentous strategis for each ascet in each month as follow. The dynamic trans strategy return for each assit in each month blends fast and slow returns in a way that can vary after observing different market states. This shift can help explain the deterioration of train following performance in recent deca.

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