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Indicant beats buy and hold......
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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) |
|
|
0 |
Beginning Investment |
12/29/1899 |
65.73 |
|
|
|
|
|
$10,000 |
$10,000 |
|
|
|
|
45 |
18 |
P>Y |
9/27/1940 |
131.76 |
1 |
P<Y, ITL |
1/31/1941 |
124.13 |
-5.8% |
$309,174 |
$18,885 |
1537.2% |
18.0 |
16.0 |
|
46 |
2 |
P>ITL |
5/23/1941 |
116.73 |
3 |
P<Y, ITL |
10/31/1941 |
117.82 |
0.9% |
$312,061 |
$17,925 |
1640.9% |
23.0 |
29.0 |
|
47 |
4 |
P>ITL |
5/22/1942 |
99.18 |
5 |
P<ITL, R |
11/12/1943 |
132.15 |
33.2% |
$415,799 |
$20,105 |
1968.1% |
77.0 |
6.0 |
|
48 |
6 |
P>R |
12/24/1943 |
136.24 |
7 |
P<ITL, R |
2/4/1944 |
135.04 |
-0.9% |
$412,136 |
$20,545 |
1906.1% |
6.0 |
4.0 |
|
49 |
8 |
P>R |
3/3/1944 |
136.59 |
9 |
P<ITL, R |
4/21/1944 |
136.17 |
-0.3% |
$410,869 |
$20,717 |
1883.3% |
7.0 |
2.0 |
|
50 |
10 |
P>R |
5/5/1944 |
138.75 |
|
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 |
|
1940 |
1939-HR-BRS-2-TLX |
N |
B |
EITL |
N/A |
1939-HR-BRS-2-TLX |
HY |
B |
ATL |
1940-HY-BRS-2-TLN |
|
1941 |
1940-HY-BRS-2-TLN |
Y |
C |
ATL |
1941-Y-BRS-1-TLN |
1941-Y-BRS-1-TLN |
Y |
B |
ATL |
1941-Y-BRS-2-TLN |
|
1942 |
1941-Y-BRS-2-TLN |
Y |
C |
ATL |
1942-Y-BRS-1-TLN |
1942-Y-BRS-1-TLN |
Y |
B |
ATL |
1942-Y-BRS-2-TLN |
|
1943 |
1942-Y-BRS-2-TLN |
R |
A |
EITL |
N/A |
1942-Y-BRS-2-TLN |
R |
B |
ATL |
1943-R-BRS-1-TLX |
|
1944 |
1943-R-BRS-1-TLX |
HR |
C |
ATL |
1944-HR-BRS-1-TLN |
1944-HR-BRS-1-TLN |
R |
A |
ATL |
1944-R-BRS-1-TLX |
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DJIA Index is congruent with presidential
election cycle historical standards. The post election year was
characteristically bearish, while the mid-term election year again found
the market's bottom. World War II was underway and the outcome of good
over evil was recognized in the pre-election year. Election year
bullishness was congruent with historical standards, as hope sprang up
around one-half of the world for increased prosperity and happiness.
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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