I've got a system - hopefully I haven't done anything idiotic - that's backtesting well on large equities. It seems to do well back to 1970 altho there is some bias in my sample, but it does well enough to where I'm not too worried. But here's my question:
In the last 35 years, when were the worst period(s) of stagflation? recession? inflation?
I think stagflation was in 73/74 and inflation in 82-85 roughly, but I just can't remember the dates for those. (And googling on recession brings up about 10,000 links!) Of course, my goal is to look at those specific years to see how it holds up during differing nasty economic times.
In the last 35 years, when were the worst period(s) of stagflation? recession? inflation?
I think stagflation was in 73/74 and inflation in 82-85 roughly, but I just can't remember the dates for those. (And googling on recession brings up about 10,000 links!) Of course, my goal is to look at those specific years to see how it holds up during differing nasty economic times.