This binary model switches between SPY (SPDR® S&P 500® ETF) and SH (ProShares Short S&P500 ETF) depending on market direction. Using a web-based trading simulation platform, our ranking system, and specific buy and sell rules, this model would have produced an average annual return of about 27.7% from January 2000 to middle of August 2013, versus 2.8% for a buy-and-hold investment of SPY over the same period.
Blog Archives
(Deprecated) iM-Best(SPY-SH) Market Timing System: Gains for Up and Down Markets
Posted in deprecated
Best(SPY-SH) 8-26-13
Currently the portfolio holds SPY, so far held for a period of 49 days, and showing a 1.17% return to 8/26/2013
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Posted in reg-best-spy
Gold: When Will the Next Buy Signal Emerge?
Gold may have recently bottomed and is currently in backwardation, possibly an indication that the price could increase in the months ahead. Since nobody knows the future let us assume that the gold price could change between -$20 and +$30 each week, this representing an upward price trend for the metal. Using random numbers between those limits for each weekly change in price, then one can construct numerous future scenarios of the gold price. Also one can use the modified Coppock indicator to identify the next buy signal based on these projections.
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iM Update 8-23-13
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 indicators COMP is and iM-BCIg are lower from last week’s levels. MAC-AU is also invested
Posted in reg
iM-Best(SPY) Market Timing System
An algorithmic market timing system has been developed using the SPY (the ETF tracking the S&P 500) to generate trading signals for the stock market. This is a binary model – either IN or OUT of the market. This trading system produced 4 times more value than a continuous investment in SPY over the period from Jan-2-1999 to Aug-15-2013
Posted in deprecated
Best10 8-12-13
Currently the portfolio holds 10 stocks, 7 of them winners, so far held for an average period of 29 days, and showing combined 4.42% average return to 8/12/2013
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Posted in reg bestx
iM Update 8-16-13
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 indicators COMP is lower and iM-BCIg a bit higher from last week’s levels. MAC-AU is also invested.
Posted in reg
iM-Best8+ Portfolio Management System
The Best8+ algorithm has been improved to achieve a CAGR of 60.27% to outperforming the the S&P 500 with dividends (SPY) 522 times, that is for an investment over a period from January 2, 1999 to May 31, 2013.
iM Update 8-9-13
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 indicators COMP and iM-BCIg are lower from last week’s levels. MAC-AU is also invested.
Posted in reg
(Deprecated) Best8+ Portfolio Management System
The Best8+ Best8+ algorithm has been improved to achieve a CAGR of 60.27% to outperforming the the S&P 500 with dividends (SPY) 522 times, that is for an investment over a period from January 2, 1999 to May 31, 2013. In comparison to this deprecated version that achieved a CAGR of 55.23% which outperformed the SPY by a factor of 333.
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Posted in deprecated
With reference to Section 202(a)(11)(D) of the Investment Advisers Act:
We are Engineers and not Investment Advisers,
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