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Indicant beats buy and hold......
Return to Start of MTI-RYS Indicant Tour
and Associated Links
Click here to see current updates and status
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Indicant's MTI-RYS model outperforms Buy&Hold
by 130.1% from 1900 through 1912. Buy and hold's $10,000
invested in 1900 amounts to $13,358. Indicant's $10,000 1900 investment
increased to $30,731. See table below chart. Scroll down for additional links and to
continue tour.
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No. of Bull/Bear Cycles |
Chart Bull Signal No. |
Bull Signal Event Trigger |
Bull Sig Date |
Bull Signal Price |
Chart Bear Signal No. |
Bear Signal Event Trigger |
Bear Sig Date |
Bear Signal Price |
MTI-RYS % Gain or <Loss> |
MTIRYS Account Balance |
Buy and Hold Account Balance |
Indicant Performance Advantage |
MTIRYS Bull Cycle Duration # of Weeks) |
MTIRYS Bear Cycle Duration # of Weeks) |
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0 |
Beginning Investment |
12/29/1899 |
65.73 |
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$10,000 |
$10,000 |
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12 |
4 |
P>ITL |
12/27/1907 |
58.65 |
1 |
P<ITL, R |
2/26/1909 |
81.34 |
38.7% |
$25,320 |
$12,375 |
104.6% |
61.0 |
5.0 |
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13 |
2 |
P>R |
4/2/1909 |
85.37 |
3 |
P<ITL, R |
1/14/1910 |
93.69 |
9.7% |
$27,788 |
$14,254 |
95.0% |
41.0 |
42.0 |
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14 |
4 |
P>ITL |
11/4/1910 |
85.64 |
5 |
P<ITL, R |
8/11/1911 |
80.71 |
-5.8% |
$26,188 |
$12,279 |
113.3% |
40.0 |
11.0 |
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15 |
6 |
P>ITL |
10/27/1911 |
74.82 |
7 |
P<ITL, R |
12/6/1912 |
87.80 |
17.3% |
$30,731 |
$13,358 |
130.1% |
58.0 |
47.0 |
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Year |
Incumbent Trip Line
at start of BRS-1 Cycle |
BRS1 config @ conclusion of cycle |
Rule for BRS-1 Cycles |
Action @ conclusion of BRS-1 Cycle |
New Incumbent Trip Line Name |
Incumbent Trip Line
at start of BRS-2 Cycle |
BRS2 config @ conclusion of cycle |
Rules for BRS-2 Cycles |
Action at conclusion of BRS-2 Cycle or
when it becomes Hybrid |
New Incumbent Trip Line Name |
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1908 |
1907-HY-BRS-2-TLN |
N |
C |
ATL |
1908-N-BRS-1-TLN |
1908-N-BRS-1-TLN |
R |
A |
ATL |
1908-R-BRS-2-TLX |
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1909 |
1908-R-BRS-2-TLX |
R |
A |
EITL |
N/A |
1908-R-BRS-2-TLX |
R |
A |
ATL |
1909-R-BRS-2-TLX |
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1910 |
1909-R-BRS-2-TLX |
N |
B |
EITL |
N/A |
1909-R-BRS-2-TLX |
N |
B |
ATL |
1910-N-BRS-2-TLN |
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1911 |
1910-N-BRS-2-TLN |
N |
C |
ATL |
1911-N-BRS-1-TLN |
1911-N-BRS-1-TLN |
N |
B |
ATL |
1911-N-BRS-2-TLN |
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1912 |
1911-N-BRS-2-TLN |
R |
A |
EITL |
N/A |
1911-N-BRS-2-TLN |
R |
A |
ATL |
1912-R-BRS-2-TLX |
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DJIA Index is incongruent with presidential
election cycle historical standards with market rising in post election
year of 1909. Again, the market found a temporary bottom in the mid-term election
year of 1910. The pre-election year of 1911 was uncharacteristically bearish. As you can
see, the Indicant avoided that bear cycle.
The introduction of the
Model-T Ford incited bullish response in 1908, which helped sustain the
normally bullish presidential election year. Also, you will notice the
market anticipated 1910-1911 recession with a cyclical peak about six
months before the recession started.
Bullish seasonality (pink) is
incongruent to historical standards during the bearish market periods and
bearish seasonality (white) is also incongruent to historical standards
during bullish periods.
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