Market Timing Results

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.

Members receive emails in real-time whenever either of the models switch signals. For both models, we include a list of Exchange Traded Funds (ETFs) we think are best bought at the time of the switch in signal. The list of ETFs we give with the model signal act as an array of ETFs from which subscribers can choose to purchase at the time of a change in signal, based on their own leverage and specific vehicle preference. Note, the graphs below show over 35 years worth of data on the X-axis so even the smallest blip in the graph may represent a month or two of data.

Members also receive emails in real-time on all of our stock buy, pyramid, sell, and short suggestions so they can immediately take action. If you are a member, please log in to view the latest market timing signals and all past reports with no time delay. If you have any questions, contact us, and we will quickly respond.
Stock market timing - Dr K Market Direction Model performance
GRAPHICAL EXAMPLE OF THE MODEL'S BUY, SELL, AND NEUTRAL SIGNALS:
thy Chart
To give investors a better idea of how the market direction model works, here is a one-year example of buy, sell, and neutral signals issued by the model on the 3-times ETF TYH (ticker changed to TECL June 29, 2012). From March 12, 2009 - May 14, 2010, the market direction model was up +183.9% going 100% long TYH on a buy signal, 100% short TYH on a sell signal, and 100% cash on a neutral signal. You can see the exact dates of these signals in the TYH table Timing Model profit/loss on TYH shown below. Note, the model's fail safes kicked in which minimized losses while the gains made during the trends more than made up for the small losses. Of course, due to the highly aggressive nature of this account, drawdowns as high as -18.5% were not unusual but that is the price to pay to get to +183.9%. Had you been using a 1-times ETF, your gains would be roughly 1/3 of those shown, but your drawdowns would also be roughly 1/3 of -18.5%, or -6.1%. NOTE: Markets have been highly aberrant since trendless 2012 and since Jan 2013 where the S&P 500 has barely corrected even 6% due to quantitative easing which causes markets to reverse their multi-week baby-stepped gains in a matter for a few days. Then when the markets look about as ugly as can be, they find a QE-floor and start baby stepping higher once again. Thus, for the first time in decades, buy-and-hold has been a better strategy. Indeed, the trend following wizards who have exemplary multi-decade track records have been collectively down since 2010, an unprecedented occurrence, shown here.

You will notice in the tables below how the Market Direction Model's gains on a true signal more than make up for the small losses. This is especially true for the VIX Volatility Model. You should notice that a string of small losses can occur during trendless, volatile periods which are the most challenging not just for the model but also for traders and investors who are attempting to buy or short individual stocks. Such a period has characterized much of 2012-2013 which has been the toughest period so far for market timing and market timing models, let alone the trendless volatile markets of 2011. Then 2015 came along which was considered the worst market in 82 years. Hedge funds turned in one of their worst performances.

Indeed, market timing strategies have been well underperforming the general markets. Being down has become the status quo when it comes to market timing ETFs. Indeed, 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. This is unprecedented in the long histories of these elite fund managers which sometimes exceed 30 years. Most recent results of these wizards are shown here.

Fortunately, what does not kill us makes us stronger. Thus the birth of the VIX Volatility Model shown below.


Dr K VIX Volatility Timing Model (VVM):

Overview of VVM:

Just as the pocket pivot and buyable gap up strategies were born from the failed base breakouts that began in 2004, the VIX Volatility Model was born from the trendless year of 2015 which was cited by some media sources as the "most difficult" market in 78 years.

Fortunately, what does not kill us makes us stronger. The VIX Volatility Model 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 periods of elevated volatility, its returns have skyrocketed.

It motivated us to trial out a beta version of it in late August 2015 after it had achieved a stellar performance up to that point in 2015 despite the market being trendless and choppy. This beta period proved successful during which the model's self-learning, self-evolving fail-safes were put in place. These fail-safes substantially reduce your risk by cutting losses quickly.

That said, the model has earned profits over 15-20% in a day or two on BUY signals (buying volatility) several times since August 2015 only to see them vanish due to heightened levels of volatility when the market is falling. Thus, instruments such as UVXY can show a gain of well over 15%, then reverse those gains the same day.

Please read this FAQ on potential weaknesses of the model.

Backtested results shown in the table are shown as of 12/23/15 and incorporate
  1. The 15% UVXY profit taking rule which uses a 7.5% gain in VXX as a trigger to let profits run but keep stops very tight so 15% is preserved.
  2. No override of the model's signals.
  3. No override of fail-safes.
  4. Integration of the VIX Spiking strategy discussed here.

Results:

Notice that the 14%+ UVXY for the VIX spike strategy and the 15%+(7.5% VXX) buy signal profit taking strategy has made a nice difference. Also notice that by taking every signal, there are more trades closed out at small losses, sometimes multiple times in a day, but that is a small price to pay to reduce risk.

As always, 2x UVXY is used for buy signals, 1x XIV is used for sell signals.

DateSignal% gain / loss$10,000 becomes
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 Sell0.0817,325
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
02-02-2016 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 kicked in: 14%+ UVXY for the VIX spike strategy and 15%+ UVXY for any normal buy signals
Market Direction Model (MDM) profit/loss on NASDAQ Composite - Annualized return July 1974 - June 2016: +28.57 % / year [100% long Nasdaq Composite on buy signal, 100% short Nasdaq Composite on sell signal, 100% cash on neutral signal]
DateSignal% gain / loss$1 becomes
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 - June 2016:
+19.75 % / year [100% long TECL on buy signal, 100% short TECL on sell signal, 100% cash on neutral signal]
DateSignal% gain / loss$1 becomes
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 - June 2016: +11.26 % / 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
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, let alone the trendless volatile markets of 2011-2012. Indeed, market timing strategies have been well underperforming the general markets since 2013. 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. Most recent results of these wizards are shown here. Fortunately, such periods always come to an end, new trends begin, and the model's gains in catching these trends have more than made up for the small losses. It is often darkest before the dawn.
Buy & Hold NASDAQ Composite (month-to-month) - Annualized return July 1974 - May 2016: +10.73 % / year
Date% gain / loss$1 becomes
05-31-2016 -2.1369.12
04-29-2016 3.6270.62
03-31-2016 -1.9468.16
02-29-2016 6.8469.51
01-29-2016 -1.2165.06
12-31-2015 -7.8665.86
11-30-2015 -1.9871.48
10-30-2015 1.0972.93
09-30-2015 9.3872.15
08-31-2015 -3.2765.96
Earlier resultsspinner