|
Indicant beats buy and hold......
Return to Start of MTI-RYS Indicant Tour
and Associated Links
Click here to see current updates and status
|
Indicant's MTI-RYS model is underperforming
Buy&Hold by 12.9% from 1971 through 2000. Buy and hold's
$10,000 invested in 1971 amounts to $141,906. Indicant's $10,000 1971
investment amounts to $123,637. Scroll down to see additional comments,
links, and information.
|
|
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) |
|
|
0 |
Beginning Investment |
12/31/1971 |
102.09 |
|
|
|
|
|
$10,000 |
$10,000 |
|
|
|
| |
|
|
|
|
1 |
P<ITL, R |
9/24/1999 |
1277.36 |
169.6% |
$131,385 |
$125,121 |
5.0% |
265.0 |
2.0 |
|
28 |
2 |
P>R |
10/8/1999 |
1336.02 |
3 |
P<ITL, R |
10/15/1999 |
1247.41 |
-6.6% |
$122,671 |
$122,187 |
0.4% |
1.0 |
1.1 |
|
29 |
4 |
P>R |
10/23/1999 |
1362.93 |
5 |
P<ITL, R |
2/25/2000 |
1336.00 |
-2.0% |
$120,247 |
$130,865 |
-8.1% |
17.9 |
1.0 |
|
30 |
6 |
P>R |
3/3/2000 |
1409.00 |
7 |
P<ITL, R |
9/22/2000 |
1448.72 |
2.8% |
$123,637 |
$141,906 |
-12.9% |
29.0 |
57.0 |
|
|
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 |
|
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 |
|
1999 |
1998-N-BRS-2-TLN |
R |
A |
EITL |
N/A |
1998-N-BRS-2-TLN |
HR |
C |
ARTL |
1999-R-BRS-1-TLX |
|
2000 |
1999-R-BRS-1-TLX |
HR |
A |
EITL |
N/A |
1999-R-BRS-1-TLX |
HR |
C |
ARTL |
2000-R-BRS-1-TLX |
|
|
After a decade of unprecedented bullish
performance, buy and hold tactics are superior to not only the
Indicant, but any trading model. However, as of August 27, 2004, the
Indicant was outperforming buy and hold by 40.6%. As of August 27, 2004,
the Indicant's 1971 $10,000 investment amounts to $152,598. The buyer and
holders 1971 $10,000 investment is down to $108,509 due to having to hold
during the great bear leg that started in early 2000.
S&P500 Index is incongruent with presidential
election cycle historical standards, as great bull legs show no respect
for historical standards. The market rose in each of the four years in
this presidential election cycle. Bearish seasonality was enjoyed in the
mid-term election year of 1998. Also, consistent with mid-term election
year phenomenon, the market found a cyclical bottom in 1998.
Like 1988-1992, this is simply a great bull
market that ignored historical standards. Defeating buy and hold
tactics is difficult during great bull markets. You will later see the
power of the MTI-RYS model is avoiding bearish cycles. Scroll down for
table and additional links. |
|
