def reduced to 0.4
small fix to score calculation
DD2 is now based on the average, not the sum (more robust when changing the length of the time range).
Argument lastMonthSP500 in start() can be used to enter by hand the value of the S&P 500 before it is made available by Shiller.
Argument lastMonthSP500 in start() can be used to enter by hand the value of the S&P 500 before it is made available by Shiller.
New strategies: Bollinger applied to detrended and CAPE (instead of to TR), making up the 'hybrid' class of strategies.
New hybrid strategies: SMA applied to CAPE.
New hybrid strategies: reversal applied to CAPE (does not really work taht well).
(i) Plots of return can now be detrended with argument 'detrendBy'; (ii) in plotReturnAndAlloc(), return is now taller than allocation.
Strategies are now combined based on scores (no more time-consuming optimization).
New plots, based on latest parametrization.