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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
and hold by 21.8% from 1971 through 1980. Buy and hold's
$10,000 invested in 1971 amounts to $12,601. Indicant's $10,000 1971
investment increased to $15,343. 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 |
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|
|
|
$10,000 |
$10,000 |
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1 |
P<ITL, R |
1/28/1977 |
101.93 |
-1.2% |
$12,343 |
$9,984 |
23.6% |
9.0 |
39.0 |
|
9 |
2 |
P>ITL |
10/28/1977 |
92.61 |
3 |
P<ITL, R |
1/6/1978 |
91.62 |
-1.1% |
$12,211 |
$8,974 |
36.1% |
10.0 |
14.0 |
|
10 |
4 |
P>Y |
4/14/1978 |
92.92 |
5 |
P<ITL, R |
10/20/1978 |
97.95 |
5.4% |
$12,872 |
$9,594 |
34.2% |
27.0 |
24.0 |
|
11 |
6 |
P>R |
4/6/1979 |
103.18 |
7 |
P<ITL, R |
4/20/1979 |
101.23 |
-1.9% |
$12,629 |
$9,916 |
27.4% |
2.0 |
11.0 |
|
12 |
8 |
P>R |
7/6/1979 |
103.62 |
9 |
P<ITL, R |
7/20/1979 |
101.82 |
-1.7% |
$12,409 |
$9,974 |
24.4% |
2.0 |
2.0 |
|
13 |
10 |
P>R |
8/3/1979 |
104.04 |
1 |
P<ITL, R |
7/3/1981 |
128.64 |
23.6% |
$15,343 |
$12,601 |
21.8% |
100.0 |
6.0 |
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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 |
|
1976 |
1975-HY-BRS-2-TLN |
R |
A |
EITL |
N/A |
1975-HY-BRS-2-TLN |
R |
A |
ATL |
1976-R-BRS-2-TLX |
|
1977 |
1976-R-BRS-2-TLX |
N |
B |
EITL |
N/A |
1976-R-BRS-2-TLX |
N |
B |
ATL |
1977-N-BRS-2-TLN |
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1978 |
1977-N-BRS-2-TLN |
HR |
C |
ATL |
1978-HR-BRS-1-TLN |
1978-HR-BRS-1-TLN |
HR |
D |
ATL |
1978-HR-BRS-2-TLX |
|
1979 |
1978-HR-BRS-2-TLX |
N |
B |
EITL |
N/A |
1978-HR-BRS-2-TLX |
HR |
C |
ARTL |
1979-HR-BRS-1-TLN |
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1980 |
1979-HR-BRS-1-TLN |
N |
B |
EITL |
N/A |
1979-HR-BRS-1-TLN |
R |
A |
ATL |
1980-R-BRS-2-TLX |
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S&P500 Index is congruent with presidential
election cycle historical standards with a bearish post election year in
1977.
As you can see, bearish seasonality is
incongruent to historical standards. Bullish cycles are congruent to
historical standards. The market found bottom in the mid-term election
year of of 1978, which is consistent with historical standards. It found bottom earlier in the year, contradicting
normal bearish seasonality. The pre-election year of 1979 was significantly
bullish with the expectations of supply side economics and a return to
capitalistic influences. The election year of 1980 was also decidedly
bullish.
You will later see the power of the MTI-RYS
model is avoiding bearish cycles. Scroll down for table and additional
links. |
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