- Reliance on a single market timer could be risky. The risk can be reduced with a composite timer who’s component timers use different, uncorrelated, financial and economic data.
- From 2001 to 2016 switching between bonds and stocks using a composite timer would have produced an average annual return of 19.7% versus only 5.2% for buy & hold stocks.
Monthly Archives: September 2016
Composite Market Timing Increases Returns And Reduces Drawdown.
With reference to Section 202(a)(11)(D) of the Investment Advisers Act:
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