The iM-Best(SPY-IEF) MarketTimer incorporates three market timing models which provide signals which indicate the percentage of funds to allocate to stock market investment in 25% increments, from 0% to 100%, also referred to as signal strength.

Alternatively, instead of allocating a percentage of funds to stocks and bonds, one can be fully invested in stocks or bond funds according to the signal strength, as shown in the tables below.

• This model is similar to Combo3, but replaces Best(SSO-TLT) with BESTOGA3 which invests periodically in three of the so called “Vice” stocks of the S&P500.
• It combines equal weighted the two ETF models, Best(SPY-SH) and Best1(Select SPDR), with BESTOGA3.
• We demonstrate that this combination would have produced high annualized returns of about 28% with low drawdowns of about -12%. Also over any one year period it showed a minimum return of 10.9%.
• Additionally, due to the very high liquidity of its component ETFs and stocks, this combo can support a large dollar portfolio value.
• It has five positions, holding two ETFs, one from each ETF component model, and the three stocks from BESTOGA3.

• At the end of August 2015 the 50-day moving average of the S&P500 crossed its 200-day moving average to the downside – the 33rd occurrence of a “Death Cross” since 1950.
• The performance of the S&P500 was investigated for periods ranging from one year before to two years after a Death Cross.
• During the last 65 years there were ten recessions. A Death Cross preceded six recessions and occurred early in four recessions.
• After a Death Cross the probability of S&P500 being lower than for any other point in time increases for periods from one- to eighteen months.

• The market environment for investment returns is divided into four climate zones.
• Market climate zones were determined by combining fundamental and technical indicators.
• A performance analysis of SPY shows that the probability of stock market gains is highest for climate Zone-1 and lowest for Zone-4.

• This daily indicator is calculated as the ratio of the number of S&P500 stocks that have reached new 3-month-highs minus those that have reached new 3-month-lows, divided 500.
• Exiting and entering the stock market according the indicator’s signals would have avoided major drawdowns of the market during the backtest period from Jan-2000 to Aug-2015.
• Switching according to the signals between stock ETFs and the Intermediate Treasury Bond ETF IEF would have produced much higher returns and lower drawdowns than buy-and-hold of the stock ETFs.