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Indicant beats buy and hold......
Return to Start of MTI-RYS Indicant Tour
and Associated Links
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 is outperforming
Buy&Hold by 13.2% from 1985 through 1988. Buy and hold's
$10,000 invested in 1985 amounts to $12,961. Indicant's $10,000 1985
investment amounts to $14,675. 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) |
|
|
0 |
Beginning Investment |
2/8/1985 |
288.40 |
|
|
|
|
|
$10,000 |
$10,000 |
|
|
|
|
1 |
1 |
P>Y |
10/18/1985 |
288.40 |
2 |
P<ITL, R |
9/12/1986 |
346.80 |
20.2% |
$12,025 |
$12,025 |
0.0% |
47.0 |
17.0 |
|
2 |
3 |
P>R |
1/9/1987 |
380.70 |
4 |
P<ITL, R |
10/16/1987 |
406.30 |
6.7% |
$12,834 |
$14,088 |
-8.9% |
40.0 |
9.0 |
|
3 |
5 |
P>Y |
12/18/1987 |
326.90 |
6 |
P<ITL, R |
11/11/1988 |
373.80 |
14.3% |
$14,675 |
$12,961 |
13.2% |
47.0 |
5.0 |
|
4 |
7 |
P>ITL |
12/16/1988 |
375.80 |
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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 |
|
1985 |
N/A |
HY |
N/A |
N/A |
N/A |
N/A |
HR |
C |
ARTL |
1985-HY-BRS-1-TLX |
|
1986 |
1985-HY-BRS-1-TLX |
R |
A |
EITL |
N/A |
1985-HY-BRS-1-TLX |
HR |
D |
ATL |
1986-HR-BRS-2-TLX |
|
1987 |
1986-HR-BRS-2-TLX |
R |
A |
EITL |
N/A |
1986-HR-BRS-2-TLX |
HR |
C |
ARTL |
1987-R-BRS-1-TLX |
|
1988 |
1987-R-BRS-1-TLX |
N |
B |
EITL |
N/A |
1987-R-BRS-1-TLX |
N |
B |
ATL |
1988-N-BRS-2-TLN |
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The market found bottom in the mid-term
election year of 1986, but uncharacteristically came close to that bottom
again very late in the year. That late year bearish behavior was
incongruent with seasonal historical standards.
The Indicant avoided much of the crash of
1987, like it did for the other indices. The pre-election year was also
uncharacteristically bearish due to the crash. As you can see the Indicant
was quick to identify the '87 crash's bottom better than it did for the
Dow. Although all indices move in the same direction, their magnitudes are
different. The peak-valley timing is sometimes a few weeks apart.
The pre-election year was congruently bullish
to historical standards. |
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