SPY 200MA Band Timer (Sadek)
TacticalPromoderateBased on research by Bill Sadek
This is BestFolio's independent implementation. Not affiliated with or endorsed by the original author.
About this Strategy
Bill Sadek's asymmetric-band market timer on SPY. Uses the 200-day SMA as the band center with a +3% upper band and a -5% lower band.
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Key Differentiators
Research Source
Based on research by Bill Sadek
Strategy Info
- Type
- Tactical (TAA)
- Frequency
- daily
- Next Rebalance
- Apr 2309:30 ET (today)
- Variants
- 1
- Risk Category
- moderate
- Tags
- bond timing, mean reversion, trend following
SPY 200MA Band Timer (Sadek) at a glance
SPY 200MA Band Timer (Sadek) is a tactical asset allocation (TAA) strategy by Bill Sadek, rebalanced daily. Backtested 1980-10-15 to 2026-04-21 (45.5 years): 10.4% CAGR, 0.82 Sharpe, -34.0% max drawdown, 13.1% volatility.
- Type
- Tactical (TAA)
- Author
- Bill Sadek
- Rebalancing
- Daily
- Risk
- Moderate
- Period
- 1980-10-15 to 2026-04-21
- CAGR
- 10.4%
- Sharpe
- 0.82
- Max Drawdown
- -34.0%
- Volatility
- 13.1%
SPY 200MA Band Timer (Sadek) — Tactical Asset Allocation Strategy
Bill Sadek's asymmetric-band market timer on SPY. Uses the 200-day SMA as the band center with a +3% upper band and a -5% lower band. A 3-day SMA smooths the daily price. When the 3-day crosses above the upper band, go 100% SPY; when it crosses below the lower band, move to 100% cash (BIL). Positions hold between bands, which produces a low-turnover timing strategy (~1 trade every 2.5 years on historical SPY data). The asymmetric bands (3% up, 5% down) assume downside breaks are typically more reliable than upside ones, so exits require more extension below trend than entries require above. Proven live over 20+ years by the author.
Backtest Performance (1980-10-15 to 2026-04-21)
| Metric | SPY 200MA Band Timer (Sadek) |
|---|---|
| Compound Annual Growth Rate (CAGR) | 10.4% |
| Maximum Drawdown | -34.0% |
| Sharpe Ratio | 0.82 |
| Sortino Ratio | 0.90 |
| Annualized Volatility | 13.1% |
| Calmar Ratio | 0.31 |
| Total Return | 9040.8% |
| Backtest Period | 45.5 years |
Strategy Details
- Type
- Tactical (TAA)
- Rebalancing
- daily
- Risk Level
- moderate
- Variants
- 1
- Author
- Bill Sadek
Categories
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