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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 is outperforming
Buy&Hold by 11.4% from 1985 through 1992. Buy and hold's
$10,000 invested in 1985 amounts to $105,027. Indicant's $10,000 1985
investment amounts to $116,981. 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 |
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|
|
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|
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|
1 |
P<ITL, R |
4/11/1997 |
1206.90 |
57.9% |
$57,580 |
$41,848 |
37.6% |
132.0 |
3.0 |
|
8 |
2 |
P>R |
5/2/1997 |
1305.33 |
3 |
P<ITL, R |
8/28/1998 |
1639.68 |
25.6% |
$72,329 |
$56,854 |
27.2% |
69.0 |
8.0 |
|
9 |
4 |
P>ITL |
10/23/1998 |
1693.86 |
5 |
P<ITL, R |
10/13/2000 |
3316.77 |
95.8% |
$141,629 |
$115,006 |
23.1% |
103.0 |
1.0 |
|
10 |
6 |
P>ITL |
10/20/2000 |
3483.14 |
7 |
P<ITL, R |
10/27/2000 |
3278.36 |
-5.9% |
$133,302 |
$113,674 |
17.3% |
1.0 |
1.0 |
|
11 |
8 |
P>ITL |
11/3/2000 |
3451.58 |
9 |
P<ITL, R |
11/10/2000 |
3028.99 |
-12.2% |
$116,981 |
$105,027 |
11.4% |
1.0 |
46.0 |
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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 |
|
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 |
HR |
B |
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 |
R |
B |
ATL |
1999-R-BRS-2-TLX |
|
2000 |
1999-R-BRS-2-TLX |
HR |
B |
EITL |
N/A |
1999-R-BRS-2-TLX |
HR |
C |
ATL |
2000-HR-BRS-1-TLN |
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As you can see, significant fluttering
occurred in the election year of 2000. That attribute typically
accompanies an inflection point, where the market quite often shifts
direction. Bull/Bear signal #5 through #9 occurred within a short period
of time. This index crossed above and below the incumbent trip line, which
happens to be a retroactive assignment. A retroactive assignment occurs
when deep bearish seasonality is hybrid. Notice the second white segment
of the index's curve, where it originate above bullish red and then fell
below the bullish red curve. The assignment of the trip line could not be
made from deep bearish seasonality's maximum point. The assignment is made
from the first bearish period in the year (the first bearish period of the
year - see the first white segment of the index's curve). The assignment
is made from its lowest point.
You will later see this particular trip line
assignment prevented Indicant members from participating in the bear
market from 2000 through late 2002. |
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