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Indicant beats buy and hold......
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and Associated Links
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Indicant's MTI-RYS model outperforms Buy&Hold
by 23.6% from 1971 through 1976. Buy and hold's $10,000
invested in 1971 amounts to $9,984 by 1976. Indicant's $10,000 1971 investment
increased to $12,343. Scroll down to see additional comments, links, and
information.
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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 |
12/31/1971 |
102.09 |
|
|
|
|
|
$10,000 |
$10,000 |
|
|
|
|
1 |
0 |
N/A |
12/31/1971 |
102.09 |
1 |
P<ITL, R |
3/23/1973 |
108.88 |
6.7% |
$10,665 |
$10,665 |
0.0% |
64.0 |
31.0 |
|
2 |
2 |
P>ITL |
10/26/1973 |
111.38 |
3 |
P<ITL, R |
11/23/1973 |
99.44 |
-10.7% |
$9,522 |
$9,740 |
-2.2% |
4.0 |
26.0 |
|
3 |
4 |
P>ITL |
5/24/1974 |
88.58 |
5 |
P<Y, ITL |
6/21/1974 |
87.46 |
-1.3% |
$9,401 |
$8,567 |
9.7% |
4.0 |
18.0 |
|
4 |
6 |
P>ITL |
10/25/1974 |
70.12 |
7 |
P<Y, ITL |
8/22/1975 |
84.28 |
20.2% |
$11,300 |
$8,255 |
36.9% |
43.0 |
1.0 |
|
5 |
8 |
P>ITL |
8/29/1975 |
86.88 |
9 |
P<Y, ITL |
9/5/1975 |
85.62 |
-1.5% |
$11,136 |
$8,387 |
32.8% |
1.0 |
4.0 |
|
6 |
10 |
P>ITL |
10/3/1975 |
85.95 |
11 |
P<ITL, R |
10/22/1976 |
99.96 |
16.3% |
$12,951 |
$9,791 |
32.3% |
55.0 |
1.0 |
|
7 |
12 |
P>R |
10/29/1976 |
102.90 |
13 |
P<ITL, R |
11/12/1976 |
99.24 |
-3.6% |
$12,491 |
$9,721 |
28.5% |
2.0 |
2.0 |
|
8 |
14 |
P>R |
11/26/1976 |
103.15 |
1 |
P<ITL, R |
1/28/1977 |
101.93 |
-1.2% |
$12,343 |
$9,984 |
23.6% |
9.0 |
39.0 |
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Year |
Incumbent Trip Line at start of
BRS-1 Cycle |
BRS-1 configuration @ conclusion of
cycle |
Rule for BRS-1 Cycle |
Action @ conclusion of BRS-1 Cycle |
New Incumbent Trip Line Name |
Incumbent Trip Line at start of
BRS-2 Cycle |
BRS-2 configuration @ conclusion of
cycle |
Rule for BRS-2 Cycle |
Action @ conclusion of BRS-2 Cycle |
New Incumbent Trip Line Name |
|
1973 |
1972-R-BRS-2-TLX |
N |
B |
EITL |
N/A |
1972-R-BRS-2-TLX |
N |
B |
ATL |
1973-N-BRS-2-TLN |
|
1974 |
1973-N-BRS-2-TLN |
HY |
C |
ATL |
1974-HY-BRS-1-TLN |
1974-HY-BRS-1-TLN |
Y |
B |
ATL |
1974-Y-BRS-2-TLN |
|
1975 |
1974-Y-BRS-2-TLN |
HR |
C |
ATL |
1975-HR-BRS-1-TLN |
1975-HR-BRS-1-TLN |
HY |
B |
ATL |
1975-HY-BRS-2-TLN |
|
1976 |
1975-HY-BRS-2-TLN |
R |
A |
EITL |
N/A |
1975-HY-BRS-2-TLN |
R |
A |
ATL |
1976-R-BRS-2-TLX |
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S&P500 Index is congruent with presidential
election cycle historical standards with market falling in post election
year of 1973 and finding bottom in the mid-term election year of 1974.
This is very similar to that of 2001-2002, but for different reasons. The
market in the early 1970's did not like Nixon's price freezing nor did it
appreciate OPEC's militancy. As you can see, the
pre-election year of 1975 was bullish within historical standards except for a steep, but short-lived bear. As
you can see, bullish seasonality (pink) is incongruent to historical
standards during the bearish market periods.
You will later see the power of the MTI-RYS
model is avoiding bearish cycles and thus the reason for it out-performing
buy and hold tactics. |
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