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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 1791.8% from 1900 through 2000. Buy and hold's $10,000
invested in 1900 amounts to $1,592,915. The Indicant's $10,000 1900
investment increased to $30,314,319. 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 |
8/28/1998 |
8051.68 |
106.0% |
$27,692,988 |
$1,224,963 |
2160.7% |
189.0 |
8.0 |
|
114 |
2 |
P>ITL |
10/23/1998 |
8452.29 |
3 |
P<ITL, R |
10/15/1999 |
10019.72 |
18.5% |
$32,828,499 |
$1,524,375 |
2053.6% |
51.0 |
1.0 |
|
115 |
4 |
P>R |
10/22/1999 |
10470.25 |
5 |
P<ITL, R |
2/11/2000 |
10425.22 |
-0.4% |
$32,687,311 |
$1,586,067 |
1960.9% |
16.0 |
6.0 |
|
116 |
6 |
P>R |
3/24/2000 |
11112.73 |
7 |
P<ITL, R |
3/31/2000 |
10921.93 |
-1.7% |
$32,126,086 |
$1,661,635 |
1833.4% |
1.0 |
21.0 |
|
117 |
8 |
P>R |
8/25/2000 |
11192.63 |
9 |
P<ITL, R |
9/22/2000 |
10847.37 |
-3.1% |
$31,135,090 |
$1,650,292 |
1786.6% |
4.0 |
6.0 |
|
118 |
10 |
P>ITL |
11/3/2000 |
10817.95 |
11 |
P<ITL, R |
11/24/2000 |
10470.23 |
-3.2% |
$30,134,319 |
$1,592,915 |
1791.8% |
3.0 |
4.0 |
|
119 |
12 |
P>ITL |
12/22/2000 |
10635.56 |
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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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1996 |
1995-R-BRS-2-TLX |
R |
A |
EITL |
N/A |
1995-R-BRS-2-TLX |
R |
A |
ATL |
1996-R-BRS-2-TLX |
|
1997 |
1996-R-BRS-2-TLX |
R |
A |
EITL |
N/A |
1996-R-BRS-2-TLX |
R |
A |
ATL |
1997-R-BRS-2-TLX |
|
1998 |
1997-R-BRS-2-TLX |
R |
A |
EITL |
N/A |
1997-R-BRS-2-TLX |
N |
B |
ATL |
1998-N-BRS-2-TLN |
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1999 |
1998-N-BRS-2-TLN |
R |
A |
EITL |
N/A |
1998-N-BRS-2-TLN |
HR |
C |
ARTL |
1999-R-BRS-1-TLN |
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2000 |
1999-R-BRS-1-TLN |
N |
B |
EITL |
N/A |
1999-R-BRS-1-TLN |
HR |
C |
ARTL |
2000-R-BRS-1-TLN |
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The buy and hold investor gained a little on
the Indicant during this time. As previously stated, no model can beat buy
and hold in a continuously forming bull market. The Indicant will avoid
the bears, but when no bear exist, there is nothing to avoid. However, the
Indicant joyfully participates in the bulls.
The market hit a road block in late 1998
when Russia defaulted on loan payments. The market characteristically
found bottom in the mid-term election year after the Russian default
induced bearish drop.
The market does not like any
dishonest act against capitalists. It quickly recovered when the problem
was resolved. This cycle is a continuation of the secular bull that was
born in the early 1980's. The secular bull market perished in January
2000. The longest economic boom in history ended shortly thereafter.
The Indicant was back above buy and hold in
2002 by over 2,000% as it signaled bear and is not enduring the bear
market. You will later see, as soon as publicly available, the Indicant
signaled bull and several buy signals for stocks and funds in October 2002
and has since enjoyed several triple digit gains in stock prices since
then.
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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