The latest interim buy signal from the modified Coppock indicator was generated on October 25, 2013, and this model will stay invested until September 2014, possibly longer if another buy signal appears before then.
Blog Archives
iM-Best1(Sector SPDR) Rotation System
The iM-Best1(Sector SPDR) model periodically selects only one of the nine Select Sector SPDR® ETFs that divide the S&P500 into 9 sectors. During adverse market conditions it switches to SH, or partly to cash. This model would have produced an average annualized return of about 31.4% from January 2000 to end of September 2013.
Better Returns from World Markets with iM-Best(SPY-SH) Market Timing System
Using the investment periods determined for the US market with the iM-Best(SPY-SH) Market Timing System, we calculated performance figures for 9 major country indices. The system, if followed, would have improved returns from all markets. From January 2000 to August 2013 with market timing, the best performing index in local currency was IBOVESPA – Brazil, and in US-dollars the DAX – Germany, closely followed by Brazil.
iM-Best(SSO-SDS): Beating the Market with Leveraged ETFs
Using the simulated investment periods determined with the iM-Best(SPY-SH) Market Timing System, we calculated performance figures resulting from the model switching between the ETFs SSO and SDS, instead of SPY and SH. This alternative system would have produced an average annual return of about 55.6% from January 2000 to the end of August 2013, versus 2.6% for a buy-and-hold investment of SPY over the same period.
iM-Best(SPY-Cash) Market Timing System: Gains in Up Markets – Cash in Down Markets
This binary model uses the signals from the iM-Best(SPY-SH) Market Timing System, and switches between SPY (SPDR® S&P 500® ETF) and Cash instead of SH. This model would have produced an average annual return of about 16.3% from January 2000 to the end of August 2013, versus 2.6% for a buy-and-hold investment of SPY over the same period, with maximum drawdowns of -15% and 55%, respectively.
iM-Best(SPY-SH) Market Timing System: Gains for Up and Down Markets
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 29.3% from January 2000 to end of August 2013, versus 2.6% for a buy-and-hold investment of SPY over the same period.
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-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-Best10(S&P 1500): A Portfolio Management System for High Returns from the S&P 1500
Trading stock selected from the pool S&P1500 using the revised survivorship bias free Best10 portfolio management system would have generated returns of 49.2% for the period January 1999 to May 2013 and without draw-down protection 45.5%; both a multiple of the 3.8% that the SPY (the ETF tracking the S&P 500) produced over the same period.
Gold: How Much Lower Will it Go?
Gold has declined substantially and many commentators believe that the price will go much lower. But will it? The chart below shows the gold price plotted on a semi-log scale from 1968 to 2013, and the year-on-year percentage change of the price expressed in standard deviation terms for a rolling 10-year sample period. What strikes one is that the recent decline is not particularly spectacular in comparison to previous declines, and that the y-o-y percentage change of the price is now minus 2.67 standard deviations (sigma) away from the mean, the lowest that it ever got.
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With reference to Section 202(a)(11)(D) of the Investment Advisers Act:
We are Engineers and not Investment Advisers,
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