There is a table in Christopher Tate "Taming The Bear"
It tracks the performance of mutual funds in USA for a period 1956 to 1988. It analysis the cash to assets ratio of the funds, and then uses this as an indicator of whether the fubd is bullish or bearish.
In the sample of 32 years the funds got it right 4 times.
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There is a table in Christopher Tate "Taming The Bear"It tracks...
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