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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 2589.2% from 1900 through 1984. Buy and hold's $10,000
invested in 1900 amounts to $176,586. The Indicant's $10,000 1900
investment increased to $4,748,760. 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 |
2/13/1981 |
931.57 |
-0.6% |
$3,864,887 |
$141,727 |
2627.0% |
8.0 |
2.0 |
|
100 |
2 |
P>R |
2/27/1981 |
974.58 |
3 |
P<ITL, R |
7/3/1981 |
959.19 |
-1.6% |
$3,803,855 |
$145,929 |
2506.7% |
18.0 |
16.0 |
|
101 |
4 |
P>ITL |
10/23/1981 |
837.99 |
5 |
P<ITL, R |
3/5/1982 |
807.36 |
-3.7% |
$3,664,818 |
$122,830 |
2883.7% |
19.0 |
4.0 |
|
102 |
6 |
P>ITL |
4/2/1982 |
838.57 |
7 |
P<ITL, R |
5/21/1982 |
835.90 |
-0.3% |
$3,653,149 |
$127,172 |
2772.6% |
7.0 |
9.0 |
|
103 |
8 |
P>Y |
7/23/1982 |
830.57 |
9 |
P<Y, ITL |
7/30/1982 |
808.60 |
-2.6% |
$3,556,517 |
$123,018 |
2791.0% |
1.0 |
3.0 |
|
104 |
10 |
P>Y |
8/20/1982 |
869.29 |
11 |
P<ITL, R |
2/10/1984 |
1160.70 |
33.5% |
$4,748,760 |
$176,586 |
2589.2% |
77.0 |
26.0 |
|
105 |
12 |
P>R |
8/10/1984 |
1218.09 |
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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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1980 |
1978-HR-BRS-2-TLX |
HY |
B |
EITL |
N/A |
1978-HR-BRS-2-TLX |
R |
A |
ATL |
1980-R-BRS-2-TLX |
|
1981 |
1980-R-BRS-2-TLX |
R |
A |
EITL |
N/A |
1980-R-BRS-2-TLX |
N |
B |
ATL |
1981-N-BRS-2-TLN |
|
1982 |
1981-N-BRS-2-TLN |
N |
C |
ATL |
1982-N-BRS-1-TLN |
1982-N-BRS-1-TLN |
HR |
D |
ATL |
1982-N-BRS-1-TLN |
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1983 |
1982-HR-BRS-2-TLX |
R |
A |
EITL |
N/A |
1982-HR-BRS-2-TLX |
R |
A |
ATL |
1983-R-BRS-2-TLX |
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1984 |
1983-R-BRS-2-TLX |
N |
B |
EITL |
N/A |
1983-R-BRS-2-TLX |
HR |
C |
ARTL |
1983-N-BRS-1-TLX |
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The DJIA Index moved congruently to
historical standards in the post election year of 1981, which characteristically
demonstrated bearish expressions. The balance of the years in this presidential election
cycle were congruent with historical standards. The mid-term election year
found a market bottom with a bullish expression in the pre-election year.
However, the election year of 1984 was uncharacteristically bearish.
Supply side economics and exposure to waste
in government put an end to the sixteen year secular bear market. The
market did not initially acknowledge Reagan's tax cuts, because the
government had no plan to reduce spending. However, the combination of the
events in the early 1980's ignited the secular bull market that lasted
until 2000.
Again, the market identified the 1981
recession about six months before it occurred with the normal predecessor
bear market.
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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