Muster: Technical Consensus

Muster convenes about fifty classic technical-analysis strategies, has each one vote on an asset, and returns a single reading per time horizon. The vote is not democratic. Each strategy is weighted by how it actually performed on that specific asset over that specific horizon, measured by backtest against simply holding it. A strategy that lost to buy-and-hold is not given a small weight. It is not counted at all. THREE HORIZONS, READ TOGETHER Swing, Position and Long Term, computed from the same daily data. The most useful screen is not the consensus. It is the disagreement between horizons, because the answer depends on when you intend to be out. Long term buying what swing is selling is a real and common situation, and most tools average it away. WHAT QUALIFIES A STRATEGY Two tests, and passing either one is enough: - it made more than holding the asset over the window, or - it made…