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iM-Best(XIU-Cash) Market Timing System for Canada

This model uses the signals from the iM-Best(SPY-SH) Market Timing System, substituting the Canadian ETF XIU for SPY and switches between XIU  and Cash instead of SH.  XIU tracks the S&P/TSX 60 Index and currency is Canadian Dollar. We calculated

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Is the TIAA Real Estate Account about to Roll Over?

The TIAA Real Estate Account, despite showing good returns over the last four years, is a typical example of a fund with disappointing performance over the longer term. In order to maximize one’s returns one has to know when to enter and exit the fund. My analysis shows that TIAA Real Estate may peak in the second half of 2014 which would provide an early indication to reduce one’s exposure. A firm sell signal would arise when its 1-year rolling return moves below 0%.

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Gold: A Coppock Buy Signal for March 2014

The modified Coppock indicator will produce a buy signal for Gold within a few weeks. This is the result of various projections using random numbers between -$20 and +$30 and -$30 and +$20 for the weekly change of the gold

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iM’s BCIw: A Weeks to Recession Indicator

Economic indices, each a combination of a different set of economic data, often signal contradictory states of the economy.   Not surprisingly, many prominent analysts relying on these indices have made incorrect forecasts.  To aid recession forecasting, we now introduce the

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Is there a Best Time of Day to Trade?

As the popularity of investing according to computerized algorithms increases, the question “When is it best to trade?” arises. Each investor has a different answers and opinion when it is best to trade. We approach this subject analytically to find a mathematical generated answer that is void of any emotions.

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iM-Best Combo3: Best(SPY-SH) + Best1(Sector SPDR) + Best(SSO-TLT)

Using our three ETF models, Best(SPY-SH), Best1(Select SPDR) and Best(SSO-TLT) equal weighted in a combination model, we demonstrate that the combo would have produced high annualized returns of 34.3% with a low drawdown of -12.9% and low volatility. Additionally, due to the very high liquidity of its component ETFs, the combo could support a huge portfolio size.

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iM-Best(SSO-TLT) Switching System

This model switches between SSO (ProShares Ultra two times daily S&P500 ETF) and TLT (iShares 20 Plus Year Treasury Bond ETF) depending on market direction. Using a web-based trading simulation platform and only market timing buy and sell rules in the algorithm, then this model would have produced an average annual return of about 38% from January 2000 to end of December 2013.

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Estimating Stock Market Returns to 2020 and Beyond: Update

A major bull market may have commenced in 2009 for which evidence was presented in various 2012 commentaries. Since August 2012 the S&P 500 has gained a real 30% to the end of 2013. So what further gains can we expect?

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iM-Best9(Russell 1000) – Large-Cap Portfolio Management System

This model invests in highly liquid large-cap stocks selected from those making up the Russell 1000 Index which represents the large-cap segment of the U.S. equity universe. When adverse stock market conditions exist the model reduces the size of the stock holdings by 50% and buys the -1x leveraged ProShares Short S&P500 ETF (SH). It produced a simulated survivorship bias free average annual return of about 53% from Jan-2000 to end of Nov-2013.

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The Ultimate Death Cross – One Year Later

In July 2012 Albert Edwards, the closely followed investment strategist at Société Générale, warned that the S&P 500 was “on the verge of an ultimate death cross,” foretelling imminent major losses for the stock market, with the S&P 500 possibly

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iM-Combo2: A Small-Cap Model in Combination with iM-Best(SPY-SH)

Using a third party small-cap model from the web-based trading simulation platform in combination with our iM-Best(SPY-SH), we demonstrate the benefits of combining this model with iM-Best(SPY-SH), these include a reduced volatility, constant positive rolling returns, and high annualized returns

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iM-Combo5: Large-Cap Models in Combination with iM-Best(SPY-SH) and iM-Best1(Sector SPDR)

Using 3 large-cap models from the web-based trading simulation platform in combination with Best(SPY-SH) and Best1(Sector SPDR), we demonstrate that the combination would have produced very high positive rolling returns and also high annualized returns with low drawdowns and low volatility.

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A Buy Signal from the Modified Coppock Indicator for the S&P 500

The latest interim buy signal from the modified Coppock indicator was generated on October 25, 2013, and this model will stay invested until September 2014, possibly longer if another buy signal appears before then.

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iM-Best1(Sector SPDR) Rotation System

The iM-Best1(Sector SPDR) model periodically selects only one of the nine Select Sector SPDR® ETFs that divide the S&P500 into 9 sectors. During adverse market conditions it switches to SH, or partly to cash. This model would have produced an average annualized return of about 31.4% from January 2000 to end of September 2013.

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Better Returns from World Markets with iM-Best(SPY-SH) Market Timing System

Using the investment periods determined for the US market with the iM-Best(SPY-SH) Market Timing System, we calculated performance figures for 9 major country indices. The system, if followed, would have improved returns from all markets. From January 2000 to August 2013 with market timing, the best performing index in local currency was IBOVESPA – Brazil, and in US-dollars the DAX – Germany, closely followed by Brazil.

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iM-Best Combo: High Performance Models in Combination with iM-Best(SPY-SH)

Best(SPY-SH) switches between SPY and SH depending on market direction, and is beneficial in combination models.  Using a high performance model TWY5 from the web-based trading simulation platform and our Best8+ model, we demonstrate the benefit of combining these models

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iM-Best(SSO-SDS): Beating the Market with Leveraged ETFs

Using the simulated investment periods determined with the iM-Best(SPY-SH) Market Timing System, we calculated performance figures resulting from the model switching between the ETFs SSO and SDS, instead of SPY and SH. This alternative system would have produced an average annual return of about 55.6% from January 2000 to the end of August 2013, versus 2.6% for a buy-and-hold investment of SPY over the same period.

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iM-Best(SPY-Cash) Market Timing System: Gains in Up Markets – Cash in Down Markets

This binary model uses the signals from the iM-Best(SPY-SH) Market Timing System, and switches between SPY (SPDR® S&P 500® ETF) and Cash instead of SH. This model would have produced an average annual return of about 16.3% from January 2000 to the end of August 2013, versus 2.6% for a buy-and-hold investment of SPY over the same period, with maximum drawdowns of -15% and 55%, respectively.

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iM-Best(SPY-SH) Market Timing System: Gains for Up and Down Markets

This binary model switches between SPY (SPDR® S&P 500® ETF) and SH (ProShares Short S&P500 ETF) depending on market direction. Using a web-based trading simulation platform, our ranking system, and specific buy and sell rules, this model would have produced an average annual return of about 29.3% from January 2000 to end of August 2013, versus 2.6% for a buy-and-hold investment of SPY over the same period.

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Gold: When Will the Next Buy Signal Emerge?

Gold may have recently bottomed and is currently in backwardation, possibly an indication that the price could increase in the months ahead.  Since nobody knows the future let us assume that the gold price could change between -$20 and +$30

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