Monthly Archives: March 2013

Improving on Buy and Hold: A Modified Coppock Indicator for the S&P 500

The latest interim buy signal from my modified Coppock indicator was at the beginning of February, 2013, and this model will stay invested until the end of this year, possibly longer if another buy signal appears before then. This model would have produced a long-time average annual return from 1970 to 2013 about 4% higher than what one could have obtained from a continuous investment in the S&P; 500. The model avoided the 2000 and 2008 bear markets but did not avoid the 1987 market crash.
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With reference to Section 202(a)(11)(D) of the Investment Advisers Act: We are Engineers and not Investment Advisers, read more ...
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