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Indicant beats buy and hold......
Return to Start of MTI-RYS Indicant Tour
and Associated Links
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Indicant's MTI-RYS model outperforms Buy&Hold
by 2686.6% from 1900 through 1980. Buy and hold's $10,000
invested in 1900 amounts to $139,533. The Indicant's $10,000 1900
investment increased to $3,888,245. 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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1 |
P<ITL, R |
1/14/1977 |
972.16 |
-1.4% |
$3,111,555 |
$147,902 |
2003.8% |
3.0 |
41.0 |
|
93 |
2 |
P>ITL |
10/28/1977 |
822.68 |
3 |
P<ITL, R |
1/6/1978 |
793.49 |
-3.5% |
$3,001,152 |
$120,720 |
2386.1% |
10.0 |
15.0 |
|
94 |
4 |
P>Y |
4/21/1978 |
812.80 |
5 |
P<ITL, R |
10/20/1978 |
838.01 |
3.1% |
$3,094,236 |
$127,493 |
2327.0% |
26.0 |
1.0 |
|
95 |
6 |
P>Y |
10/27/1978 |
806.05 |
7 |
P<ITL, R |
9/7/1979 |
874.15 |
8.4% |
$3,355,656 |
$132,991 |
2423.2% |
45.0 |
1.0 |
|
96 |
8 |
P>R |
9/14/1979 |
879.10 |
9 |
P<ITL, R |
10/12/1979 |
838.99 |
-4.6% |
$3,202,551 |
$127,642 |
2409.0% |
4.0 |
2.0 |
|
97 |
10 |
P>Y |
10/26/1979 |
809.30 |
11 |
P<ITL, R |
2/22/1980 |
868.77 |
7.3% |
$3,437,884 |
$132,173 |
2501.1% |
17.0 |
10.0 |
|
98 |
12 |
P>Y |
5/2/1980 |
810.92 |
13 |
P<ITL, R |
12/12/1980 |
917.15 |
13.1% |
$3,888,245 |
$139,533 |
2686.6% |
32.0 |
1.0 |
|
99 |
14 |
P>R |
12/19/1980 |
937.20 |
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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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1976 |
1975-HR-BRS-2-TLX |
R |
A |
EITL |
N/A |
1975-R-BRS-1-TLX |
HR |
C |
ARTL |
1976-R-BRS-1-TLX |
|
1977 |
1976-R-BRS-1-TLX |
N |
B |
EITL |
N/A |
1976-R-BRS-1-TLX |
N |
B |
ATL |
1977-N-BRS-2-TLN |
|
1978 |
1977-N-BRS-2-TLN |
N |
C |
ATL |
1978-N-BRS-1-TLN |
1978-N-BRS-1-TLN |
HR |
C,D |
EITL |
1978-N-BRS-1-TLN |
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1979 |
1978-N-BRS-1-TLN |
N |
B |
EITL |
N/A |
1978-N-BRS-1-TLN |
HR |
C,D |
EITL |
1978-N-BRS-1-TLN |
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1980 |
1978-HR-BRS-2-TLX |
HY |
B |
EITL |
N/A |
1978-HR-BRS-2-TLX |
R |
A |
ATL |
1980-R-BRS-2-TLX |
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The DJIA Index moved congruently to
historical standards in the post election year of 1977, which characteristically
demonstrated bearish expressions. The mid-term election year of 1978 found market
bottom that is consistent with historical standards. However, it did not
do this during the normal bull/bear seasonality standards. The pre-election
year, however, was incongruent to historical standards with its
non-bullish behavior. The election year was extremely bullish even in the
face of the Iranian hostage crisis.
The market briefly applauded the deregulation
of airlines, but that was muted with the Three Mile Island nuclear
disaster. The market does not like it when innocent people may not be able
to make it work and generate profits for their employer.
The market was a little slow in anticipating
the 1980 recession with a quick-term bullish spurt just ahead of it. It again more than made up for its tardiness with a
steep drop in late 1979.
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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