Market timing strategies need 60% success rate to match buy-and-hold performance.
Market timing strategies need a success rate of nearly 60% to match the performance of a simple buy-and-hold strategy in the US stock market. The research by Winfried Hallerbach from Robeco Investment Management in the Netherlands delves into what drives the performance of these strategies. His study, published in a finance journal, sheds light on the factors influencing the risk-adjusted performance of market-timing strategies.