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Our Model is a mechanical stock market timing system designed to give Buy, Sell and Money Market signals for the U.S. stock market and the US high yield bond market. The model is based on a complex system of economic and market measurements whose selection and weightings have been optimized through computer testing on historical market data since 1978. All results are based on out of sample data. In other words, the performance results have been achieved in time periods which were not part of the modeling process. Our Model is not curve fitted to the data in any way.
Our Model is intended to signal which way the general market is
likely to go. Accordingly, it's Buy, Sell and Money Market signals should significantly
improve your investment results no matter which trading vehicle
you choose. Our Model has been constructed, however, using the S&P
500 Index as representative of the general market.
Some additional information about our Model is contained in the
tables below.
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Stats since Signals Made Public
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Annual Percentage Rate
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+40.03%
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Total Trades
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49
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Trades per Year
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10.85
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Percentage Winning Trades
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65.31%
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Average Gain per Trade
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+3.48%
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Largest Gain
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+25.23%
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Largest Loss
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-12.74%
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Percentage Time in Market
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61.22%
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Percentage Time Long
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41.25%
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Percentage Time Short
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19.96%
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Closed Trades 01/02/98 to 07/08/02
You may use the link below to download a Microsoft Excel spreadsheet that has a trade by trade analysis of the Model. To download in Internet Explorer: right click on the link below and choose "Save Target As..." To download in Netscape Navigator: right click on the link below and choose "Save Link As..."
Trade by Trade Excel Spreadsheet
If you do not have Microsoft Excel, you can choose the HTML link below.
Trade by Trade HTML
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