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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 261.2% from 1900 through 1920. Buy and hold's $10,000
invested in 1900 amounts to $12,700. Indicant's $10,000 1900 investment
increased to $45,874. 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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21 |
1 |
P>Y |
1/25/1918 |
76.50 |
2 |
P<ITL, R |
3/22/1918 |
77.71 |
1.6% |
$36,049 |
$11,823 |
204.9% |
8.0 |
4.0 |
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22 |
3 |
P>ITL |
4/19/1918 |
78.60 |
4 |
P<ITL, R |
1/16/1920 |
101.94 |
29.7% |
$46,754 |
$15,509 |
201.5% |
91.0 |
41.0 |
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23 |
5 |
P>ITL |
10/29/1920 |
85.08 |
6 |
P<ITL, R |
11/5/1920 |
83.48 |
-1.9% |
$45,874 |
$12,700 |
261.2% |
1.0 |
26.0 |
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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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1916 |
1915-R-BRS-2-TLX |
R |
A |
EITL |
N/A |
1915-R-BRS-2-TLX |
R |
A |
ATL |
1916-R-BRS-2-TLX |
|
1917 |
1916-R-BRS-2-TLX |
N |
B |
EITL |
N/A |
1916-R-BRS-2-TLX |
N |
B |
ATL |
1917-N-BRS-2-TLN |
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1918 |
1917-N-BRS-2-TLN |
N |
C |
ATL |
1918-N-BRS-1-TLN |
1918-N-BRS-1-TLN |
HR |
C |
EITL |
N/A |
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1919 |
1918-N-BRS-1-TLN |
R |
A |
EITL |
N/A |
1918-N-BRS-1-TLN |
R |
A |
ATL |
1919-R-BRS-2-TLX |
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1920 |
1919-R-BRS-2-TLX |
N |
B |
EITL |
N/A |
1919-R-BRS-2-TLX |
N |
B |
ATL |
1920-N-BRS-2-TLN |
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DJIA Index is congruent with presidential
election cycle historical standards with market falling in the post
election year of 1917. The market found bottom late in the post election year. The
pre-election of 1919 was characteristically bullish, while the election year was
uncharacteristically bearish.
Notice the market's drop in 1917 was much
more severe than the short recession that occurred in 1918. Notice how the
market was increasing about six months before the recession. The market's
drop in 1917 may have been attempt to predict the short recession that
began in late 1918, but not likely. This is first
noted asynchronous behavior between the stock market and economic
activity in the last century.
As you can see, 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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