Historic Buy and Sell Signals for the MAC and IBH models.

MAC
BUY Date sorted for no overlap Sell Date from MA cross-over S&P500 on BUY Date S&P500 at Sell Date from MA cross-over S&P500 change in value S&P500 % change
1/1/66 -92.43 AVG.= 78.43 117.02%
4/7/66 4/14/66 -91.76 91.87 0.11 0.12%
1/24/67 2/21/68 -86.51 91.24 4.73 5.47%
4/18/68 3/10/69 -97.08 98.99 1.91 1.97%
4/25/69 6/25/69 -101.72 97.01 -4.71 -4.63%
10/15/70 9/20/71 -84.65 99.68 15.03 17.76%
12/21/71 4/11/73 -101.80 112.68 10.88 10.69%
10/18/73 11/21/73 -110.01 99.76 -10.25 -9.32%
2/28/75 11/17/76 -81.59 100.61 19.02 23.31%
5/8/78 12/4/78 -96.19 96.15 -0.04 -0.04%
1/19/79 4/11/80 -99.75 103.79 4.04 4.05%
5/27/80 6/25/81 -111.40 132.81 21.41 19.22%
9/14/82 1/31/84 -123.10 163.41 40.31 32.75%
8/17/84 11/5/86 -164.14 246.58 82.44 50.23%
6/24/88 2/20/90 -273.79 327.99 54.20 19.80%
2/1/91 4/15/94 -343.05 446.18 103.13 30.06%
8/17/94 12/28/94 -465.17 460.86 -4.31 -0.93%
1/17/95 9/18/98 -470.05 1020.09 550.04 117.02%
11/2/98 10/23/00 -1111.60 1395.78 284.18 25.56%
5/22/03 8/12/04 -931.87 1063.23 131.36 14.10%
8/25/04 7/10/06 -1104.96 1267.34 162.38 14.70%
8/2/06 12/13/07 -1277.41 1488.41 211.00 16.52%
8/3/09 6/25/10 -1002.63 1076.76 74.13 7.39%
8/5/10 8/12/11 -1125.81 1178.81 53.00 4.71%
1/3/12 -1277.06

 

IBH S&P 500
1966-2013 13.51% 6.67%
1980-2013 15.10% 8.23%

 

IBH  
buy date S&P500
sell date
10/20/66 77.84  buy
2/14/69 103.61 sell A
8/18/70 76.20 buy A
7/25/73 109.64 sell A
2/12/75 79.92 buy A
12/8/78 96.63 sell A
7/3/80 117.46 buy A
3/17/81 133.92 sell A
1/15/82 116.33 buy A
11/1/83 163.66 sell C
9/21/84 165.67 buy A
10/2/87 328.07 sell C
3/1/88 267.23 buy A
6/5/89 322.03 sell A
12/20/90 330.12 buy A
6/29/00 1442.39 sell C
3/12/03 804.19 buy A
11/2/07 1509.65 sell C
3/30/09 787.53 buy A
3/8/10 1138.50 sell A
10/15/10 1176.19 buy A
7/7/11 1353.22 sell A
12/8/11 1234.35 buy A
7/5/12 1367.58 sell A
8/1/12 1375.32 buy A
3/15/13 1560.70 sell A
Posted in develop
2 comments on “Historic Buy and Sell Signals for the MAC and IBH models.
  1. kg says:

    Georg, it looks like the dates and levels from the IBH performance compilation here are different than those shown in http://advisorperspectives.com/newsletters10/34-buyhold4.php
    What gives?
    Below I repeat the above link’s data for comparison with the numbers here:

    10/20/66 77.84 buy
    04/17/69 100.78 sell A
    08/18/70 76.20 buy A
    10/16/73 110.19 sell A
    02/12/75 79.92 buy A
    02/09/79 97.87 sell A
    07/03/80 117.46 buy A
    03/31/81 136.00 sell A
    01/15/82 116.33 buy A
    11/01/83 163.66 sell C
    01/23/85 177.30 buy C
    10/02/87 328.07 sell C
    05/25/88 253.77 buy C
    08/10/89 348.25 sell B
    12/20/90 330.12 buy A
    06/29/00 1442.39 sell C
    03/12/03 804.19 buy A
    05/22/07 1524.12 sell A
    03/30/09 787.53 buy A
    03/30/10 1173.27 sell C

  2. geovrba says:

    These are the dates as published originally in August 2010. The model has undergone revisions since then, which produced signals at different dates. Also there was a big revision to ECRI’s WLI which affected the dates. The complete description of the model can be found on the Research page on our website.

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