| 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 |
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
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.