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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 14.8% from 1971 through 1992. Buy and hold's $10,000 invested in
1971 amounts to $39,442. Indicant's $10,000 1971 investment increased to
$45,271. 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 |
1/26/1990 |
325.80 |
14.9% |
$37,237 |
$31,913 |
16.7% |
66.0 |
7.0 |
|
21 |
2 |
P>R |
3/16/1990 |
341.91 |
3 |
P<ITL, R |
3/23/1990 |
337.22 |
-1.4% |
$36,726 |
$33,032 |
11.2% |
1.0 |
3.0 |
|
22 |
4 |
P>R |
4/13/1990 |
344.34 |
5 |
P<ITL, R |
4/20/1990 |
335.12 |
-2.7% |
$35,742 |
$32,826 |
8.9% |
1.0 |
3.0 |
|
23 |
6 |
P>R |
5/11/1990 |
352.00 |
7 |
P<ITL, R |
8/3/1990 |
344.86 |
-2.0% |
$35,017 |
$33,780 |
3.7% |
12.0 |
12.0 |
|
24 |
8 |
P>ITL |
10/26/1990 |
304.71 |
9 |
P<ITL, R |
11/22/1991 |
376.14 |
23.4% |
$43,226 |
$36,844 |
17.3% |
56.0 |
3.0 |
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25 |
10 |
P>R |
12/13/1991 |
384.47 |
11 |
P<ITL, R |
10/9/1992 |
402.66 |
4.7% |
$45,271 |
$39,442 |
14.8% |
43.0 |
2.9 |
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26 |
12 |
P>R |
10/29/1992 |
414.10 |
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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 |
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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 |
|
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-2-TLN |
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1992 |
1991-R-BRS-2-TLN |
R |
A |
EITL |
N/A |
1991-R-BRS-2-TLN |
HR |
C |
ARTL |
1992-R-BRS-1-TLX |
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S&P500 Index is incongruent with presidential
election cycle historical standards. The market rose in the post election
year of 1989, which carried forward laissez- faire economics. The mid-term
election year of 1990 did find a market bottom, consistent with historical
standards. Politicians demonstrated their mettle with an election pledge
"no new taxes" and then implemented a tax increase after being
elected. They are liars for the most part. This contributed to
bearish expressions in the mid-term election year, 1990, but again
congruent to historical standards.
As you can see, the Indicant avoided much of
the bear cycle between Bear Signal #7 and was fortunate enough to identify
Bull Signal #8. Although the Indicant sometimes gets a little nervous with
fluttering activity, such as what occurred with Signals 1-6, the number of
signals are designed to be held to a minimum.
This is simply a great bull market that
ignored historical standards in both seasonality and presidential election
cycle phenomena. 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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