better way to do Out-of-sample test?

Quote from mizhael:

I am rereading your note and I just had another question:

When do you turn the longs on?

--> "avoid longs when the S&P 500 is below the sma(200)."

When the S&P 500 is above the SMA(200). At least I do something very similar to this in my 401K. In my active trading I also do something similar but on a much shorter timeframe.
 
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