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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 2481.0% from 1900 through 1992. Buy and hold's $10,000
invested in 1900 amounts to $486,933. The Indicant's $10,000 1900
investment increased to $12,567,737. 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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1 |
P<ITL, R |
1/26/1990 |
2559.23 |
19.0% |
$10,426,696 |
$389,355 |
2577.9% |
65.0 |
2.0 |
|
107 |
2 |
P>R |
2/9/1990 |
2648.20 |
3 |
P<ITL, R |
2/23/1990 |
2564.19 |
-3.2% |
$10,095,925 |
$390,110 |
2488.0% |
2.0 |
2.0 |
|
108 |
4 |
P>R |
3/9/1990 |
2683.33 |
5 |
P<ITL, R |
8/10/1990 |
2716.58 |
1.2% |
$10,221,027 |
$413,294 |
2373.1% |
22.0 |
11.0 |
|
109 |
6 |
P>ITL |
10/26/1990 |
2436.14 |
7 |
P<ITL, R |
11/22/1991 |
2902.73 |
19.2% |
$12,178,644 |
$441,614 |
2657.8% |
56.0 |
5.0 |
|
110 |
8 |
P>R |
12/27/1991 |
3101.52 |
9 |
P<ITL, R |
10/2/1992 |
3200.61 |
3.2% |
$12,567,737 |
$486,933 |
2481.0% |
40.0 |
11.0 |
|
111 |
10 |
P>R |
12/18/1992 |
3313.27 |
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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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1988 |
1987-R-BRS-1-TLX |
N |
B |
EITL |
N/A |
1987-R-BRS-1-TLX |
N |
B |
ATL |
1988-N-BRS-2-TLN |
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1989 |
1988-N-BRS-2-TLN |
R |
A |
EITL |
N/A |
1988-N-BRS-2-TLN |
R |
A |
ATL |
1989-R-BRS-2-TLX |
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1990 |
1989-R-BRS-2-TLX |
HR |
B |
EITL |
N/A |
1989-R-BRS-2-TLX |
N |
B |
ATL |
1990-N-BRS-2-TLN |
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1991 |
1990-N-BRS-2-TLN |
R |
A |
EITL |
N/A |
1990-N-BRS-2-TLN |
R |
A |
ATL |
1991-R-BRS-TLX |
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1992 |
1991-R-BRS-TLX |
R |
A |
EITL |
N/A |
1991-R-BRS-TLX |
HR |
C |
ARTL |
1992-R-BRS-1-TLX |
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The DJIA Index moved incongruently to
historical standards in the post election year of 1989, which uncharacteristically
demonstrated bullish expressions. However, the balance of this
presidential election cycle was congruent to historical standards with the
market finding bottom in the mid-term election year and providing for
bullish expressions in the pre-election year and election year..
The market did a poor job anticipating the
1990 recession, but again made up for its tardiness with a steep and quick
drop. The recession was short, but was fairly steep. Lingering
unemployment and corporate downsizing pushed George H. W. Bush out of the
Whitehouse from record high popularity ratings only a few months earlier.
Americans vote their pocket books on election
day. If empty, the incumbent is fired. The collapse of communism, green
mailing, and a rise in capitalistic Darwinian influences paved the path to
unprecedented bull market cycles. Keep in mind, no trading model can
outperform buy and hold during strong and lasting bull markets. Again,
bears eventually come along and apply destructive results to those that buy and
hold.
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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