Superior algo returns can be thought of as being the result of two components: a great strategy regarding ‘what stocks to buy’ (the stock selection component, SEL) and a ‘clever timing’ (the in & out component, I/O) regarding when we are ‘in’ the market and hold the stocks versus when we are ‘out’ of the market and hold alternative assets such as bonds. We often focus on optimizing SEL and tend to neglect I/O; thus, for an important discussion of recent I/O tactics, see here.

Focus of this thread: Optimal SEL + I/O combinations
It is worthwhile to separately optimize SEL and I/O. However, the ultimate total return will also be determined by a certain synergy or dissonance between the two components. So, it seems that we won’t get around the arduous task of individually testing (all possible) combinations to identify optimal SEL + I/O pairs, which is the eventual focus of this thread. I reckon a preparatory step can be to dig up all the hidden SEL and I/O treasures from this forum and beyond to see what inputs are available for the combinations.

Ultimate objective
Let's get rich together, why not?