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Market Timing Results

VIX Volatility Model is down -6.5% in 2017 as of 4-24-17.
Its high-water mark for the year was +54.3% as of 3-3-17 in Real-Time Trading.
Please read the update here.

Scroll down for details.
IndexMarket Direction Model Trading Return 2000 - 2015Buy-and-Hold Return 2000 - 2015
NASDAQ Composite+706.8% (conservative approach using NO leverage)+23.1%

Note: All data shown below are delayed by up to two months for non-members. Some signals that are showing big profits may have the time delay removed to show non-members the success of the current signal. The risk in entering such a position late is not recommended. New members should wait until either model switches signals before buying a position.

Note on 3x ETFs TECL and TNA: We include these to illustrate the risks involved in 3x ETFs. Note how TNA sometimes severely lags other ETFs. Also note how quantitative easing since 2012 has manipulated markets such that capturing any meaningful trend using the Market Direction Model™ has been most challenging. Fortunately, such a period is coming to an end as of late 2016. Further, the VIX Volatility Model™ is a great alternative to such markets. Scroll down for details.

Members receive emails in real-time whenever either of the models switch signals.

Stock market timing - Dr K Market Direction Model performance
GRAPHICAL EXAMPLE OF THE VIX VOLATILITY MODEL'S BUY, SELL, AND NEUTRAL SIGNALS:
VVM Chart
Note, on September 9, 2016, the markets staged a big sell-off, thus the VVM ended its July 15 sell signal up +17.16%. Members had received emails on taking partial profits when VVM was nearing a +30%profit, then again on September 9, 12 minutes after the market open when VVM was still close to a +40% profit.

Dr K VIX Volatility Timing Model (VVM)

VIX Volatility Model is down -6.5% in 2017 as of 4-24-17.
Its high-water mark for the year was +54.3% as of 3-3-17 in Real-Time Trading.
Please read the update here.

Getting started is as easy as 1, 2, 3:
  1. You will receive an email whenever the model switches signals.
  2. Choose from the list of suggested ETFs. Buy the ETF.
  3. Await the next change in signal.

Overview of VVM:

The VIX Volatility Model (VVM) seeks to turn human emotions into profits by capitalizing on emotion-driven events. These events carry predictive value. Price/volume charts are used as a guide, after all, charts are human emotions on parade.

The VIX Volatility Model uses price/volume action of leading stocks, a dynamic list that is updated as needed, and major averages to capitalize on changes in volatility in the market. It uses regression to the mean as well as trending strategies depending on market conditions. That said, it does not require an uptrending or downtrending market to be profitable.

  • Not A Black Box

Developing a seasoned, contextual "chart eye" over my 25+ year career has been essential. It allows me, and thus the VVM, to remain fluid with changing market conditions. Indeed, there is no such thing as a static "black box" strategy. Any system of value should in principle be self-learning thus self-evolving. Such a system learns from new data each day. This is the way I have always operated my strategies since the 1990s. It was an early, manual incarnation of Google's cutting edge "deep learning/machine learning" approach.

  • Excels in Up, Down, and Sideways Markets

The VVM incorporates a number of strategies which can profit from a broad spectrum of market behaviors. For example, the VVM excels in trendless or downtrending markets where volatility is amplified. It also knows how to ride uptrending markets which tend to be less volatile. Its returns have well outperformed the major averages in backtests and in real-time trading.

That said, I would like each member to read this FAQ on potential weaknesses of the model.

The model's focus is to analyze in real-time whether there is sufficient buying or selling pressure to warrant a change in signal. Live signals shown in the table start on 6/27/16. Backtested results in the table are shown from 12/23/15 to 6/24/16.

  • Evolutions

The model has gone through a series of evolutions or "growing pains" similar to software that updates, making improvements and removing old bugs. Indeed, the challenging markets that have become ever-more challenging with each passing year have been a gift. The model is that much stronger for it.

All signals now incorporate the following:

  1. 1. The UVXY profit taking rules activate should profits exceed a certain threshold. This acts as a trigger to let profits run but stops are kept very tight. The threshold is contextual to market conditions but seeks at least a 12-18% profit. The numerous boldfaced entries in the results table show when the profit taking rules were activated.
  2. No override or "gaming" of the model's signals.
  3. No override or "gaming" of the fail-safes. Note, as we have stated, the model is self-learning so adjustments have been and will continue to be made along the way. One such adjustment was removal of some fail-safes with new fail-safes starting with the sell signal on 4-3-17. This adjustment showed that over the 8+ year backtests, reward was increased while overall risk was reduced. The downside is larger potential losses for a single signal. Note, the loss of -26.82% for the 4-18-17 buy signal was due to a black swan type of gap down which fail-safes cannot guard against. Same as the -18.4% loss due to the Brexit event in June 2016. That said, UVXY is highly volatile so in very rare cases, it can lose more than -20% even without a gap down though losses should be contained to -12% or less. For XIV used in sell signals, losses should be contained to -6% or less but can exceed more than -10%. Please read the update here.
  4. Integration of the VIX Spiking strategy discussed here.

NO DOWN YEARS in backtests and numerous triple digit percentage (>100%) years:

20092010201120122013201420152016
+178.7%+518.1%+274.5%+289.4%+103.1%+161.9%+589.7%+61.8%
2009+178.7%
2010+518.1%
2011+274.5%
2012+289.4%
2013+103.1%
2014+161.9%
2015+589.7%
2016+61.8%

CAUTION: I believe the risk/reward of this strategy is by far the best I've achieved so far in my 25+ year trading career. But that is no reason to oversize your positions. Make sure you understand the risks involved in trading this model before risking any capital. Know that big gains can be reversed under unusual circumstances, such as when the VIX had one of its worst one-day losses on April 24, 2017 in decades which resulted in a signal loss of 26.82%, a single signal record loss for the VVM. Any strategy with big potential upside will also have big potential downside though various fail-safe strategies within the model have been fine-tuned to strike a balance between reducing the number of whipsaw losses while keeping maximum losses, notwithstanding gap-downs, also manageable. The rare black swan gap-down occurred on April 24, 2017 but was still not outside the performance metrics of the model as drawdowns were still roughly equivalent to prior maximum drawdowns.

  • Results

Not shown: Backtests using VXX start 2/2/09. Prior to 2/2/09, backtests start 3/10/99 using QQQ.


Results Table:

When the model issues a sell signal, it is selling volatility thus anticipating rising markets. When the model issues a buy signal, it is buying volatility thus anticipating falling markets.

You will receive an email whenever the model switches signals. Choose from the list of suggested ETFs. Buy the ETF. Await the next change in signal.

All results starting on 11-8-16 are in real-time. Prior to the 11-8-16 buy signal, results shown do not reflect debugging which improved the algorithm's profit/loss across the entire run which dates back to early 2009. Drawdowns would thus be contained to -27.9% in 2016 (not the larger amount shown in the table) and net profits for 2016 would be +61.8%.

The boldfaced entries in the table show that the profit taking strategies have made a material difference to profits. Also notice that the fail-safes built into the model can cause strings of small losses, multiple times a day in some cases. This serves to keep risk under control. One must lose to win. Profits have always well outweighed smaller losses in all backtests in any given year.

Note that July - October 2016 was the toughest period to make progress both in stocks and in market timing for both models. The S&P 500 traded in the shallowest band in its entire 59-year trading history. Fortunately, such rare periods always come to an end. Indeed, the Trump victory seems to have dislodged the markets out of their almost non-tradeable doldrums.

UVXY is used for buy signals, XIV is used for sell signals. UVXY moves up or down twice that of XIV. If XIV is up +5%, UVXY would be down roughly -10%. More conservative investors may opt to use VXX or VIXY.

All data shown below are delayed by up to two months for non-members.
DateSignal% gain / loss$10,000 becomes
03-30-2017 Sell-1.5521,026
03-27-2017 Cash 21,358
01-31-2017 Sell11.1821,358
01-30-2017 Cash 19,210
01-17-2017 Sell9.2219,210
01-12-2017 Cash 17,588
12-29-2016 Sell14.7417,588
12-14-2016 Cash 15,329
12-14-2016 Sell-1.3815,329
12-12-2016 Cash 15,544
12-09-2016 Sell-1.3815,544
12-08-2016 Cash 15,762
12-08-2016 Sell-1.7215,762
12-07-2016 Cash 16,039
12-07-2016 Sell-0.2216,039
12-06-2016 Cash 16,074
12-06-2016 Buy-2.9416,074
12-01-2016 Cash 16,561
11-21-2016 Sell1.0816,561
11-17-2016 Cash 16,384
11-17-2016 Buy-2.7516,384
11-16-2016 Cash 16,848
11-11-2016 Sell6.7116,848
11-10-2016 Cash 15,788
11-09-2016 Sell0.115,788
11-08-2016 Cash 15,772
11-08-2016 Buy-315,772
10-25-2016 Cash 16,260
10-25-2016 Sell-1.2116,260
10-21-2016 Cash 16,459
10-21-2016 Buy-316,459
09-16-2016 Cash 16,968
09-15-2016 Sell0.3116,968
09-14-2016 Cash 16,915
09-14-2016 Buy-0.4216,915
09-14-2016 Cash 16,986
09-14-2016 Buy-2.4616,986
09-14-2016 Cash 17,415
09-14-2016 Buy-2.3717,415
09-12-2016 Sell-11.2917,837
09-09-2016 Buy-13.6220,107
07-15-2016 Sell17.1623,278
07-15-2016 Cash 19,868
07-14-2016 Sell-2.319,868
07-12-2016 Cash 20,335
07-12-2016 Sell-1.8720,335
07-11-2016 Buy-3.3220,722
07-08-2016 Cash 21,435
07-08-2016 Buy-4.0721,435
07-06-2016 Sell9.7822,345
07-06-2016 Cash 20,354
07-06-2016 Sell-1.520,354
06-29-2016 Cash 20,664
06-29-2016 Buy-2.9320,664
06-27-2016 Cash 21,288
06-24-2016 Buy-0.421,288
06-24-2016 Cash 21,374
06-23-2016 Sell-18.4021,374
06-22-2016 Cash 26,194
06-22-2016 Sell-1.5026,194
06-20-2016 Cash 26,593
06-20-2016 Sell-0.2026,593
06-14-2016 Cash 26,646
06-10-2016 Buy24.1526,646
05-23-2016 Sell-1.3021,463
05-20-2016 Buy-3.0021,746
05-11-2016 Cash 22,419
05-11-2016 Sell-1.5022,419
05-09-2016 Cash 22,760
05-09-2016 Buy-3.0022,760
05-04-2016 Cash 23,464
05-04-2016 Sell-0.2023,464
05-03-2016 Cash 23,511
05-03-2016 Buy-0.4023,511
03-15-2016 Sell23.2023,601
03-15-2016 Cash 19,157
03-14-2016 Sell-0.8719,157
03-10-2016 Cash 19,325
03-10-2016 Buy-0.4019,325
03-10-2016 Cash 19,403
03-08-2016 Buy-2.0619,403
03-08-2016 Cash 19,811
03-08-2016 Buy-0.4019,811
03-07-2016 Sell-0.2019,891
03-02-2016 Cash 19,931
03-01-2016 Buy-3.0019,931
02-29-2016 Cash 20,547
02-29-2016 Sell-0.2020,547
02-24-2016 Cash 20,588
02-23-2016 Buy15.0020,588
02-23-2016 Cash 17,903
02-23-2016 Buy-0.4017,903
02-22-2016 Cash 17,975
02-22-2016 Buy-3.0017,975
02-19-2016 Sell7.3918,531
02-16-2016 Cash 17,255
02-16-2016 Buy-0.4017,255
02-11-2016 Cash 17,325
02-11-2016 Sell8.4917,325
02-11-2016 Cash 15,968
02-11-2016 Sell-1.5015,968
02-11-2016 Cash 16,211
02-11-2016 Sell-0.2016,211
02-10-2016 Cash 16,244
02-10-2016 Sell-3.0016,244
02-09-2016 Cash 16,746
02-09-2016 Buy-3.0016,746
02-05-2016 Cash 17,264
02-05-2016 Sell-1.5017,264
02-03-2016 Cash 17,527
02-02-2016 Buy15.0017,527
01-29-2016 Cash 15,241
01-29-2016 Buy-3.0015,241
01-28-2016 Sell1.2515,712
01-28-2016 Cash 15,518
01-28-2016 Sell-1.5015,518
01-21-2016 Cash 15,755
01-21-2016 Buy-0.4015,755
01-14-2016 Cash 15,818
01-14-2016 Sell-0.2015,818
01-14-2016 Cash 15,849
01-14-2016 Sell-1.5015,849
01-13-2016 Cash 16,091
01-13-2016 Buy15.0016,091
01-11-2016 Cash 13,992
01-07-2016 Buy21.7013,992
01-07-2016 Cash 11,497
01-07-2016 Buy-3.0011,497
01-06-2016 Cash 11,853
01-06-2016 Buy-3.0011,853
01-04-2016 Sell-1.6412,220
01-04-2016 Cash 12,424
01-04-2016 Sell-1.5012,424
12-30-2015 Buy24.5712,613
12-28-2015 Sell3.2010,125
12-28-2015 Cash 9,811
12-28-2015 Sell-1.509,811
12-23-2015 Cash 9,960
12-23-2015 Buy-0.409,960
There are no earlier results
BOLD: Profit taking strategies were activated.
Market Direction Model (MDM) profit/loss on NASDAQ Composite - Annualized return July 1974 - January 2017: +28.1 % / year [100% long Nasdaq Composite on buy signal, 100% short Nasdaq Composite on sell signal, 100% cash on neutral signal]. Note how quantitative easing (QE) since 2012 has manipulated markets such that capturing any meaningful trend using the Market Direction Model™ has been most challenging. Fortunately, QE has started to diminish. Indeed, the last 12 months as of this writing (3-3-17) has netted the following results:
  • 1x NASDAQ Composite +8.8%
  • 3x TECL +29.5%
  • 3x TNA +30.2%
All data shown below are delayed by up to two months for non-members.
DateSignal% gain / loss$1 becomes
01-31-2017 Buy4.0539,451.54
01-30-2017 Cash 37,914.99
12-08-2016 Buy3.5837,914.99
12-01-2016 Cash 36,603.35
11-09-2016 Buy0.2436,603.35
11-09-2016 Cash 36,517.47
10-21-2016 Sell0.836,517.47
10-13-2016 Cash 36,229.29
09-21-2016 Buy-1.5636,229.29
09-14-2016 Cash 36,801.94
07-15-2016 Buy2.5336,801.94
07-11-2016 Cash 35,892.98
07-08-2016 Sell-0.8435,892.98
06-27-2016 Cash 36,196.86
06-20-2016 Buy-4.0336,196.86
06-13-2016 Sell0.1737,716.07
05-24-2016 Buy0.4537,651.80
05-03-2016 Sell-1.3737,481.58
04-29-2016 Cash 38,003.19
04-27-2016 Buy-0.9838,003.19
04-18-2016 Cash 38,379.21
03-01-2016 Buy5.2538,379.21
03-01-2016 Cash 36,464.99
02-26-2016 Sell-1.536,464.99
02-26-2016 Cash 37,020.10
02-23-2016 Sell-2.1437,020.10
02-11-2016 Cash 37,830.73
02-02-2016 Sell6.0637,830.73
01-21-2016 Cash 35,669.74
01-20-2016 Buy-0.3435,669.74
01-15-2016 Cash 35,793.21
01-14-2016 Buy-1.8935,793.21
12-17-2015 Cash 36,484.40
12-17-2015 Buy-1.3536,484.40
12-15-2015 Cash 36,982.67
10-23-2015 Buy-0.6636,982.67
10-08-2015 Cash 37,228.45
09-24-2015 Sell-2.1237,228.45
09-03-2015 Cash 38,035.53
08-31-2015 Sell0.8838,035.53
08-18-2015 Cash 37,705.03
08-13-2015 Buy0.6237,705.03
08-03-2015 Cash 37,473.33
07-13-2015 Buy1.2537,473.33
07-02-2015 Cash 37,011.68
05-18-2015 Buy-1.5737,011.68
05-12-2015 Cash 37,602.50
05-06-2015 Sell-0.6937,602.50
04-29-2015 Buy-2.3937,861.90
04-28-2015 Sell0.2938,788.36
04-09-2015 Buy1.9138,676.80
03-27-2015 Cash 37,953.09
03-18-2015 Buy-1.9137,953.09
03-11-2015 Cash 38,691.79
02-12-2015 Buy-0.0338,691.79
01-30-2015 Cash 38,703.27
01-29-2015 Sell-1.0838,703.27
01-23-2015 Cash 39,126.61
01-22-2015 Sell-2.3839,126.61
01-20-2015 Cash 40,080.03
01-13-2015 Sell-0.2540,080.03
01-08-2015 Buy-1.140,182.04
01-02-2015 Sell0.1940,628.07
01-02-2015 Cash 40,552.56
12-18-2014 Buy-0.0140,552.56
12-11-2014 Cash 40,557.21
10-24-2014 Buy6.140,557.21
10-22-2014 Sell-1.1238,226.81
10-20-2014 Buy3.1838,659.47
10-17-2014 Sell-0.0737,466.49
10-10-2014 Cash 37,490.96
10-08-2014 Buy-2.4737,490.96
10-06-2014 Sell0.5338,441.18
10-02-2014 Buy1.0638,239.28
09-26-2014 Cash 37,838.29
09-25-2014 Buy-1.3237,838.29
09-22-2014 Sell-0.5538,343.42
09-16-2014 Buy-0.4438,557.05
09-15-2014 Sell-0.2838,727.82
09-10-2014 Cash 38,837.73
09-05-2014 Buy-0.5238,837.73
09-03-2014 Cash 39,038.81
08-20-2014 Buy0.9339,038.81
08-15-2014 Cash 38,677.35
08-14-2014 Buy0.1738,677.35
07-31-2014 Cash 38,611.16
07-23-2014 Buy-1.2738,611.16
07-10-2014 Cash 39,109.73
05-13-2014 Buy5.0439,109.73
04-09-2014 Sell-0.3537,233.34
04-07-2014 Cash 37,365.20
04-04-2014 Buy-3.5937,365.20
03-24-2014 Cash 38,756.04
02-12-2014 Buy0.5138,756.04
02-03-2014 Sell-3.2738,560.43
10-17-2013 Buy6.339,864.80
10-07-2013 Cash 37,500.41
09-09-2013 Buy1.9737,500.41
08-27-2013 Cash 36,776.64
08-26-2013 Buy-1.9436,776.64
08-20-2013 Sell-1.9737,505.26
08-15-2013 Cash 38,257.92
08-13-2013 Buy-1.4138,257.92
08-08-2013 Cash 38,806.15
07-10-2013 Buy4.5138,806.15
07-09-2013 Cash 37,131.38
07-05-2013 Sell-1.0237,131.38
06-24-2013 Cash 37,513.17
06-18-2013 Buy-4.3537,513.17
05-23-2013 Cash 39,220.55
04-24-2013 Buy4.9339,220.55
04-24-2013 Cash 37,376.67
04-23-2013 Sell0.1637,376.67
04-10-2013 Buy0.5637,315.98
04-03-2013 Cash 37,109.73
03-05-2013 Buy-0.437,109.73
03-05-2013 Cash 37,259.27
02-25-2013 Sell-2.4637,259.27
12-17-2012 Buy3.7738,199.34
12-13-2012 Cash 36,812.72
12-11-2012 Buy-0.6136,812.72
11-29-2012 Cash 37,040.30
11-07-2012 Sell-1.2837,040.30
11-01-2012 Cash 37,521.98
10-18-2012 Sell2.2137,521.98
10-15-2012 Cash 36,711.15
08-14-2012 Buy0.5236,711.15
08-07-2012 Cash 36,521.38
08-02-2012 Sell-3.8236,521.38
07-26-2012 Buy0.1337,971.94
07-25-2012 Cash 37,921.41
07-25-2012 Buy-0.4137,921.41
07-18-2012 Cash 38,076.96
07-11-2012 Sell-2.2438,076.96
07-11-2012 Cash 38,950.71
06-29-2012 Buy-1.0338,950.71
06-29-2012 Cash 39,355.36
06-25-2012 Sell-1.6339,355.36
06-21-2012 Cash 40,005.88
06-20-2012 Buy-2.0440,005.88
06-14-2012 Cash 40,837.82
06-07-2012 Sell0.2440,837.82
06-05-2012 Cash 40,739.95
05-09-2012 Sell5.7140,739.95
05-06-2012 Cash 38,539.66
04-26-2012 Buy-2.9438,539.66
04-20-2012 Cash 39,708.93
04-19-2012 Sell0.0739,708.93
04-12-2012 Cash 39,682.72
04-10-2012 Sell-1.2839,682.72
04-04-2012 Cash 40,199.02
03-13-2012 Buy0.540,199.02
03-08-2012 Cash 40,000.06
03-06-2012 Sell-2.2740,000.06
01-25-2012 Buy3.640,931.11
12-27-2011 Cash 39,509.60
12-18-2011 Sell-2.3839,509.60
12-14-2011 Cash 40,472.29
12-02-2011 Buy-3.1240,472.29
11-11-2011 Cash 41,773.65
11-10-2011 Sell-2.4941,773.65
11-01-2011 Cash 42,840.56
10-27-2011 Buy-1.6442,840.56
10-20-2011 Cash 43,553.01
10-19-2011 Buy-2.3943,553.01
10-07-2011 Cash 44,621.58
10-05-2011 Buy2.9444,621.58
08-31-2011 Sell6.1243,347.55
08-31-2011 Cash 40,846.39
08-26-2011 Buy3.2840,846.39
08-23-2011 Cash 39,547.52
08-16-2011 Sell3.2639,547.52
08-11-2011 Cash 38,297.32
08-02-2011 Sell11.6538,297.32
07-27-2011 Cash 34,302.43
07-13-2011 Buy-1.4334,302.43
07-12-2011 Cash 34,798.31
07-11-2011 Buy-0.9734,798.31
06-27-2011 Cash 35,140.13
06-22-2011 Sell-0.8235,140.13
06-21-2011 Buy-0.1135,431.86
05-31-2011 Cash 35,471.64
05-05-2011 Sell-0.9735,471.64
03-24-2011 Buy2.5435,819.89
03-16-2011 Cash 34,932.43
03-15-2011 Buy-0.6134,932.43
03-08-2011 Sell3.6535,146.00
03-03-2011 Buy-2.3633,907.71
02-23-2011 Cash 34,725.87
02-01-2011 Buy-0.0634,725.87
01-31-2011 Sell-2.5234,745.56
01-20-2011 Cash 35,642.53
01-12-2011 Buy0.3135,642.53
12-10-2010 Cash 35,530.97
12-08-2010 Sell-1.1235,530.97
12-07-2010 Buy-1.0435,932.37
12-01-2010 Cash 36,308.17
11-16-2010 Sell-3.1236,308.17
09-01-2010 Buy13.9737,476.89
08-11-2010 Sell3.0232,883.40
07-07-2010 Cash 31,918.40
06-30-2010 Sell-1.5631,918.40
06-07-2010 Cash 32,422.86
05-25-2010 Buy0.0632,422.86
04-28-2010 Sell10.3132,403.07
04-22-2010 Cash 29,375.54
04-19-2010 Sell-1.9929,375.54
03-01-2010 Buy8.5129,970.83
02-18-2010 Cash 27,620.91
01-27-2010 Sell-1.5327,620.91
01-07-2010 Cash 28,050.21
Earlier resultsspinner
Timing Model profit/loss on TECL (formerly TYH) - 3x ETF Direxion Tech Bull - Annualized return March 2009 - January 2017: +18.82 % / year [100% long TECL on buy signal, 100% short TECL on sell signal, 100% cash on neutral signal]. We include TECL to illustrate the risks involved in trading 3x ETFs.
DateSignal% gain / loss$1 becomes
01-31-2017 Buy16.684.55
01-30-2017 Cash 3.90
12-08-2016 Buy13.33.90
12-01-2016 Cash 3.44
11-09-2016 Buy-5.373.44
11-09-2016 Cash 3.63
10-21-2016 Sell3.393.63
10-13-2016 Cash 3.51
09-21-2016 Buy-2.623.51
09-14-2016 Cash 3.60
07-15-2016 Buy10.343.60
07-11-2016 Cash 3.26
07-08-2016 Sell-2.463.26
06-27-2016 Cash 3.34
06-20-2016 Buy-9.813.34
06-13-2016 Sell0.383.70
05-24-2016 Buy1.93.69
05-03-2016 Sell-8.123.62
04-29-2016 Cash 3.94
04-27-2016 Buy-4.323.94
04-18-2016 Cash 4.12
03-01-2016 Buy16.924.12
03-01-2016 Cash 3.52
02-26-2016 Sell-5.733.52
02-26-2016 Cash 3.73
02-23-2016 Sell-5.923.73
02-11-2016 Cash 3.96
02-02-2016 Sell14.823.96
01-21-2016 Cash 3.45
01-20-2016 Buy-0.253.45
01-15-2016 Cash 3.46
01-14-2016 Buy-1.693.46
12-17-2015 Cash 3.52
12-17-2015 Buy-4.473.52
12-15-2015 Cash 3.68
10-23-2015 Buy-2.23.68
10-08-2015 Cash 3.76
09-24-2015 Sell-14.413.76
09-03-2015 Cash 4.39
08-31-2015 Sell3.854.39
08-18-2015 Cash 4.23
08-13-2015 Buy0.144.23
08-03-2015 Cash 4.22
07-13-2015 Buy3.394.22
07-02-2015 Cash 4.08
05-18-2015 Buy-11.934.08
05-12-2015 Cash 4.63
05-06-2015 Sell-0.574.63
04-29-2015 Buy-6.874.66
04-28-2015 Sell-0.35.00
04-09-2015 Buy10.975.02
03-27-2015 Cash 4.52
03-18-2015 Buy-6.884.52
03-11-2015 Cash 4.85
02-12-2015 Buy-5.484.85
01-30-2015 Cash 5.13
01-29-2015 Sell-3.165.13
01-23-2015 Cash 5.30
01-22-2015 Sell-6.375.30
01-20-2015 Cash 5.66
01-13-2015 Sell0.335.66
01-08-2015 Buy-1.95.64
01-02-2015 Sell2.455.75
01-02-2015 Cash 5.61
12-18-2014 Buy0.935.61
12-11-2014 Cash 5.56
10-24-2014 Buy18.735.56
10-22-2014 Sell-2.314.68
10-20-2014 Buy9.954.79
10-17-2014 Sell1.34.36
10-10-2014 Cash 4.30
10-08-2014 Buy-6.294.30
10-06-2014 Sell1.024.59
10-02-2014 Buy3.284.54
09-26-2014 Cash 4.40
09-25-2014 Buy-4.274.40
09-22-2014 Sell-0.664.60
09-16-2014 Buy0.244.63
09-15-2014 Sell-1.164.62
09-10-2014 Cash 4.67
09-05-2014 Buy-0.514.67
09-03-2014 Cash 4.69
08-20-2014 Buy0.94.69
08-15-2014 Cash 4.65
08-14-2014 Buy-0.324.65
07-31-2014 Cash 4.66
07-23-2014 Buy-3.524.66
07-10-2014 Cash 4.83
05-13-2014 Buy13.914.83
04-09-2014 Sell-5.264.24
04-07-2014 Cash 4.48
04-04-2014 Buy-94.48
03-24-2014 Cash 4.92
02-12-2014 Buy4.554.92
02-03-2014 Sell-10.034.71
10-17-2013 Buy20.295.24
10-07-2013 Cash 4.36
09-09-2013 Buy0.644.36
08-27-2013 Cash 4.33
08-26-2013 Buy-5.724.33
08-20-2013 Sell-3.014.59
08-15-2013 Cash 4.73
08-13-2013 Buy-3.414.73
08-08-2013 Cash 4.90
07-10-2013 Buy7.864.90
07-09-2013 Cash 4.54
07-05-2013 Sell-0.934.54
06-24-2013 Cash 4.58
06-18-2013 Buy-14.164.58
05-23-2013 Cash 5.33
04-24-2013 Buy17.245.33
04-24-2013 Cash 4.55
04-23-2013 Sell1.614.55
04-10-2013 Buy-3.314.48
04-03-2013 Cash 4.63
03-05-2013 Buy-1.734.63
03-05-2013 Cash 4.71
02-25-2013 Sell-6.24.71
12-17-2012 Buy3.565.02
12-13-2012 Cash 4.85
12-11-2012 Buy-2.384.85
11-29-2012 Cash 4.97
11-07-2012 Sell-2.684.97
11-01-2012 Cash 5.11
10-18-2012 Sell7.745.11
10-15-2012 Cash 4.74
08-14-2012 Buy-3.214.74
08-07-2012 Cash 4.90
08-02-2012 Sell-10.494.90
07-26-2012 Buy3.745.47
07-25-2012 Cash 5.27
07-25-2012 Buy-0.975.27
07-18-2012 Cash 5.32
07-11-2012 Sell-7.335.32
07-11-2012 Cash 5.74
06-29-2012 Buy-4.385.74
06-29-2012 Cash 6.00
06-25-2012 Sell-2.176.00
06-21-2012 Cash 6.13
06-20-2012 Buy-6.736.13
06-14-2012 Cash 6.57
06-07-2012 Sell3.56.57
06-05-2012 Cash 6.35
05-09-2012 Sell18.836.35
05-06-2012 Cash 5.34
04-26-2012 Buy-11.35.34
04-20-2012 Cash 6.02
04-19-2012 Sell1.136.02
04-12-2012 Cash 5.95
04-10-2012 Sell-2.675.95
04-04-2012 Cash 6.11
03-13-2012 Buy3.586.11
03-08-2012 Cash 5.90
03-06-2012 Sell-6.695.90
01-25-2012 Buy16.136.32
12-27-2011 Cash 5.44
12-18-2011 Sell-5.645.44
12-14-2011 Cash 5.77
12-02-2011 Buy-8.45.77
11-11-2011 Cash 6.30
11-10-2011 Sell-7.776.30
11-01-2011 Cash 6.83
10-27-2011 Buy-3.836.83
10-20-2011 Cash 7.10
10-19-2011 Buy-6.487.10
10-07-2011 Cash 7.59
10-05-2011 Buy11.267.59
08-31-2011 Sell10.786.82
08-31-2011 Cash 6.16
08-26-2011 Buy8.236.16
08-23-2011 Cash 5.69
08-16-2011 Sell14.775.69
08-11-2011 Cash 4.96
08-02-2011 Sell29.884.96
07-27-2011 Cash 3.82
07-13-2011 Buy1.213.82
07-12-2011 Cash 3.77
07-11-2011 Buy-2.393.77
06-27-2011 Cash 3.86
06-22-2011 Sell-2.393.86
06-21-2011 Buy-13.95
05-31-2011 Cash 3.99
05-05-2011 Sell0.843.99
03-24-2011 Buy4.483.96
03-16-2011 Cash 3.79
03-15-2011 Buy-1.623.79
03-08-2011 Sell12.843.85
03-03-2011 Buy-7.63.41
02-23-2011 Cash 3.69
02-01-2011 Buy-3.663.69
01-31-2011 Sell-8.343.83
01-20-2011 Cash 4.18
01-12-2011 Buy3.764.18
12-10-2010 Cash 4.03
12-08-2010 Sell-2.784.03
12-07-2010 Buy-2.794.14
12-01-2010 Cash 4.26
11-16-2010 Sell-8.074.26
09-01-2010 Buy46.544.63
08-11-2010 Sell12.073.16
07-07-2010 Cash 2.82
06-30-2010 Sell-8.522.82
06-07-2010 Cash 3.08
05-25-2010 Buy-1.743.08
04-28-2010 Sell27.573.13
04-22-2010 Cash 2.45
04-19-2010 Sell-2.992.45
03-01-2010 Buy20.792.53
02-18-2010 Cash 2.09
01-27-2010 Sell-1.042.09
01-07-2010 Cash 2.11
Earlier resultsspinner
Timing Model profit/loss on TNA - 3x ETF Direxion Small Cap Bull (Russell 2000) - Annualized return March 2009 - January 2017: +9.86 % / year [100% long TNA on buy signal, 100% short TNA on sell signal, 100% cash on neutral signal]. This table is an excellent example of how choice of ETF is important. You will notice that TNA can have severe drawdowns, sometimes going through periods of outperformance or underperformance relative to the other 3-times ETFs that track the major averages such as NASDAQ and S&P 500. Its sharp gains and drawdowns are illustrative of this particular ETF and not of the Market Direction Model (MDM) itself in that we recommend ETFs with each change in signal to help guide our members. As one example, TECL (formerly TYH) and NASDAQ Composite had small gains as a result of the March 13, 2012 buy signal, but TNA had a loss. We did not recommend any Russell 2000 equivalent ETFs such as TNA on this March 13 buy signal.
DateSignal% gain / loss$1 becomes
01-31-2017 Buy-2.272.05
01-30-2017 Cash 2.10
12-08-2016 Buy-4.922.10
12-01-2016 Cash 2.21
11-09-2016 Buy21.642.21
11-09-2016 Cash 1.82
10-21-2016 Sell2.481.82
10-13-2016 Cash 1.78
09-21-2016 Buy-5.681.78
09-14-2016 Cash 1.89
07-15-2016 Buy1.331.89
07-11-2016 Cash 1.87
07-08-2016 Sell-2.151.87
06-27-2016 Cash 1.91
06-20-2016 Buy-12.181.91
06-13-2016 Sell0.442.17
05-24-2016 Buy8.252.16
05-03-2016 Sell0.212.00
04-29-2016 Cash 2.00
04-27-2016 Buy-4.492.00
04-18-2016 Cash 2.09
03-01-2016 Buy21.522.09
03-01-2016 Cash 1.72
02-26-2016 Sell-3.411.72
02-26-2016 Cash 1.78
02-23-2016 Sell-5.61.78
02-11-2016 Cash 1.89
02-02-2016 Sell15.931.89
01-21-2016 Cash 1.63
01-20-2016 Buy-1.061.63
01-15-2016 Cash 1.65
01-14-2016 Buy-4.151.65
12-17-2015 Cash 1.72
12-17-2015 Buy-4.381.72
12-15-2015 Cash 1.80
10-23-2015 Buy-11.421.80
10-08-2015 Cash 2.03
09-24-2015 Sell-8.052.03
09-03-2015 Cash 2.21
08-31-2015 Sell3.692.21
08-18-2015 Cash 2.13
08-13-2015 Buy3.292.13
08-03-2015 Cash 2.06
07-13-2015 Buy-7.432.06
07-02-2015 Cash 2.23
05-18-2015 Buy-1.962.23
05-12-2015 Cash 2.27
05-06-2015 Sell-3.072.27
04-29-2015 Buy-9.052.34
04-28-2015 Sell0.682.57
04-09-2015 Buy-2.112.55
03-27-2015 Cash 2.61
03-18-2015 Buy-4.052.61
03-11-2015 Cash 2.72
02-12-2015 Buy-2.182.72
01-30-2015 Cash 2.78
01-29-2015 Sell-2.822.78
01-23-2015 Cash 2.86
01-22-2015 Sell-7.432.86
01-20-2015 Cash 3.09
01-13-2015 Sell-1.193.09
01-08-2015 Buy-3.73.13
01-02-2015 Sell1.043.25
01-02-2015 Cash 3.22
12-18-2014 Buy0.783.22
12-11-2014 Cash 3.19
10-24-2014 Buy14.813.19
10-22-2014 Sell-1.482.78
10-20-2014 Buy5.762.82
10-17-2014 Sell-0.182.67
10-10-2014 Cash 2.67
10-08-2014 Buy-7.972.67
10-06-2014 Sell3.262.90
10-02-2014 Buy1.542.81
09-26-2014 Cash 2.77
09-25-2014 Buy-3.022.77
09-22-2014 Sell0.412.86
09-16-2014 Buy-5.062.85
09-15-2014 Sell0.073.00
09-10-2014 Cash 3.00
09-05-2014 Buy-3.233.00
09-03-2014 Cash 3.10
08-20-2014 Buy5.023.10
08-15-2014 Cash 2.95
08-14-2014 Buy-0.82.95
07-31-2014 Cash 2.97
07-23-2014 Buy-6.752.97
07-10-2014 Cash 3.19
05-13-2014 Buy4.243.19
04-09-2014 Sell4.83.06
04-07-2014 Cash 2.92
04-04-2014 Buy-10.012.92
03-24-2014 Cash 3.25
02-12-2014 Buy12.23.25
02-03-2014 Sell-3.262.90
10-17-2013 Buy5.153.00
10-07-2013 Cash 2.85
09-09-2013 Buy6.52.85
08-27-2013 Cash 2.68
08-26-2013 Buy-5.62.68
08-20-2013 Sell-7.632.84
08-15-2013 Cash 3.08
08-13-2013 Buy-5.183.08
08-08-2013 Cash 3.25
07-10-2013 Buy8.643.25
07-09-2013 Cash 2.99
07-05-2013 Sell-5.052.99
06-24-2013 Cash 3.15
06-18-2013 Buy-12.123.15
05-23-2013 Cash 3.58
04-24-2013 Buy13.373.58
04-24-2013 Cash 3.16
04-23-2013 Sell-1.123.16
04-10-2013 Buy-2.53.20
04-03-2013 Cash 3.28
03-05-2013 Buy-3.363.28
03-05-2013 Cash 3.39
02-25-2013 Sell-8.93.39
12-17-2012 Buy23.273.72
12-13-2012 Cash 3.02
12-11-2012 Buy-2.143.02
11-29-2012 Cash 3.09
11-07-2012 Sell-2.473.09
11-01-2012 Cash 3.17
10-18-2012 Sell4.333.17
10-15-2012 Cash 3.04
08-14-2012 Buy7.853.04
08-07-2012 Cash 2.82
08-02-2012 Sell-14.812.82
07-26-2012 Buy-4.913.31
07-25-2012 Cash 3.48
07-25-2012 Buy-1.883.48
07-18-2012 Cash 3.55
07-11-2012 Sell-6.213.55
07-11-2012 Cash 3.78
06-29-2012 Buy-1.043.78
06-29-2012 Cash 3.82
06-25-2012 Sell-12.33.82
06-21-2012 Cash 4.36
06-20-2012 Buy-7.414.36
06-14-2012 Cash 4.71
06-07-2012 Sell-0.494.71
06-05-2012 Cash 4.73
05-09-2012 Sell17.844.73
05-06-2012 Cash 4.01
04-26-2012 Buy-8.124.01
04-20-2012 Cash 4.36
04-19-2012 Sell-1.354.36
04-12-2012 Cash 4.42
04-10-2012 Sell-8.544.42
04-04-2012 Cash 4.83
03-13-2012 Buy-5.074.83
03-08-2012 Cash 5.09
03-06-2012 Sell-6.675.09
01-25-2012 Buy-1.585.45
12-27-2011 Cash 5.54
12-18-2011 Sell-8.875.54
12-14-2011 Cash 6.08
12-02-2011 Buy-11.236.08
11-11-2011 Cash 6.85
11-10-2011 Sell-10.946.85
11-01-2011 Cash 7.69
10-27-2011 Buy-7.057.69
10-20-2011 Cash 8.27
10-19-2011 Buy-9.238.27
10-07-2011 Cash 9.11
10-05-2011 Buy4.089.11
08-31-2011 Sell31.228.75
08-31-2011 Cash 6.67
08-26-2011 Buy14.796.67
08-23-2011 Cash 5.81
08-16-2011 Sell12.365.81
08-11-2011 Cash 5.17
08-02-2011 Sell42.465.17
07-27-2011 Cash 3.63
07-13-2011 Buy-12.823.63
07-12-2011 Cash 4.16
07-11-2011 Buy-2.844.16
06-27-2011 Cash 4.28
06-22-2011 Sell-1.324.28
06-21-2011 Buy-14.34
05-31-2011 Cash 4.38
05-05-2011 Sell-6.774.38
03-24-2011 Buy3.824.70
03-16-2011 Cash 4.53
03-15-2011 Buy-1.494.53
03-08-2011 Sell10.864.60
03-03-2011 Buy-74.15
02-23-2011 Cash 4.46
02-01-2011 Buy6.054.46
01-31-2011 Sell-7.974.21
01-20-2011 Cash 4.57
01-12-2011 Buy-3.084.57
12-10-2010 Cash 4.72
12-08-2010 Sell-3.44.72
12-07-2010 Buy-1.594.89
12-01-2010 Cash 4.96
11-16-2010 Sell-14.864.96
09-01-2010 Buy44.165.83
08-11-2010 Sell6.174.04
07-07-2010 Cash 3.81
06-30-2010 Sell1.083.81
06-07-2010 Cash 3.77
05-25-2010 Buy-6.813.77
04-28-2010 Sell31.214.04
04-22-2010 Cash 3.08
04-19-2010 Sell-3.083.08
03-01-2010 Buy35.533.18
02-18-2010 Cash 2.35
01-27-2010 Sell-7.312.35
01-07-2010 Cash 2.53
Earlier resultsspinner
Our timing strategies can help you profit from identifiable market trends, whether up, down, or sideways. Use it to implement an ETF-based investment strategy that can simplify the process and put you in a position to produce big profits during strong market trends. See our results above to understand how the models function in actual market environments. The market has been through its toughest years so far for market timing. Indeed, market timing strategies have been well underperforming the general markets since 2012. The trend following wizards which are a group of top fund managers who have been interviewed in books such as Michael Covel's Trend Following and Jack Schwager's Market Wizards series are collectively down once again in 2015 (as of November 2015 which are their latest results at the time of this writing). This is unprecedented in the long histories of these elite fund managers which sometimes exceed 30 years. Rrecent results of these wizards are shown here. The clear answer to this challenging market has been the VIX Volatility Model™. Click here for details.
Buy & Hold NASDAQ Composite (month-to-month) - Annualized return July 1974 - December 2016: +10.79 % / year
Date% gain / loss$1 becomes
12-30-2016 9.8284.39
11-30-2016 1.1276.84
10-31-2016 2.5975.99
09-30-2016 -2.3174.07
08-31-2016 1.8975.82
07-29-2016 0.9974.41
06-30-2016 6.673.68
05-31-2016 -2.1369.12
04-29-2016 3.6270.62
03-31-2016 -1.9468.16
Earlier resultsspinner