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.
Blog Archives
iM Update – Jan 10, 2014
The IBH stock market model is out of the market. The MAC stock market model is invested, the bond market model avoids high beta (long) bonds, the yield curve is steepening, the gold model is not invested, but the silver model is invested. The recession indicator COMP is lower from last week’s level, and iM-BCIg is also lower from last week’s level. MAC-AU is invested.
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Best10 Jan 6, 2014
Currently the portfolio holds 10 stocks, 6 of them winners, so far held for an average period of 22 days, and showing combined 1.40% average return to 1/6/2014
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Best10 12-30-13
Currently the portfolio holds 10 stocks, 7 of them winners, so far held for an average period of 25 days, and showing combined 4.93% average return to 12/30/2013
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iM Update – Jan 3, 2014
The IBH stock market model is out of the market. The MAC stock market model is invested, the bond market model avoids high beta (long) bonds, the yield curve is steepening, the gold model is not invested, but the silver model is invested. The recession indicator COMP is higher from last week’s level, and iM-BCIg is lower from last week’s level. MAC-AU is invested.
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Estimating Stock Market Returns to 2020 and Beyond: Update January 2014
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?
Best(SPY-SH) 12-30-13
The iM-Best(SPY-SH) model currently holds SPY, so far held for a period of 175 days, and showing 11.99% return to 12/30/2013
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iM Update 12-27-13
The IBH stock market model is out of the market. The MAC stock market model is invested, the bond market model avoids high beta (long) bonds, the yield curve is steepening, the gold model is not invested, but the silver model is invested. The recession indicator COMP is higher from last week’s level, and iM-BCIg is lower from last week’s level. MAC-AU is invested.
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Best(SPY-SH) 12-16-13
The iM-Best(SPY-SH) model currently holds SPY, so far held for a period of 161 days, and showing 9.18% return to 12/16/2013
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iM Update 12-13-13
The IBH stock market model is out of the market. The MAC stock market model is invested, the bond market model avoids high beta (long) bonds, the yield curve is steepening, the gold model is not invested, but the silver model is invested. The recession indicator COMP is lower from last week’s level, and iM-BCIg is higher from last week’s level. MAC-AU is invested.
Posted in reg
With reference to Section 202(a)(11)(D) of the Investment Advisers Act:
We are Engineers and not Investment Advisers,
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