Instead of relying on just one market timer, many uncorrelated market timing strategies can be designed from the comprehensive and diverse financial data that is readily available, and then combining them in a robust composite market timing model. We designed six such component timers using following:

1. Unemployment Rate (UNEMP),
2. Performance of the Hi-Beta and Lo-Beta stocks of the S&P 500,
3. TED Spread,
4. Market Climate Score,
5. iM Standard Timer,
6. CBOE Volatility Index VIX.