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):

Our VVM is up +44.1% as of the end of the first quarter:

Our VVM is up +44.1% year-to-date: How to safely ride and profit from tidal waves via our timing strategies

The values in the table below do not show this for the following reasons illustrated here

Overview of VVM:

Just as the pocket pivot was 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. Thus the birth of the VIX Volatility Model which excels in trendless or downtrending markets where volatility is amplified. It also knows how to ride uptrending markets which tend to be less volatile. 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. But the model suffered losses from that point on, which led to the creation of the model's self-learning, self-evolving fail-safes which substantially reduce your risk by cutting losses quickly while negligibly affecting its upside.

That said, the model has earned profits over 15-20% in a day or two on BUY signals (buying volatility) a few times as of this writing (March 13, 2016) only to see them vanish due to heightened levels of volatility when the market is falling. Note, these profits are NOT reflected in the table below. Instead, we have guided members to take at least partial profits when such quick gains materialize. For those who have done so, you would be up nicely so far this year. For those who strictly follow the model, it can have a string of small losers but the gains in the testing phase have overall dwarfed the losing trades.

That said, we would like to make you aware of certain issues:

it would be unfortunate were the model to have such a drawdown period at this point (March 13, 2016) after scoring a number of +15% intrasignal gains. When the profit taking algorithm is taken together with the signals I overrode (see How Experience Can Work Against You), we would be sitting on a healthy profit at this point to easily withstand a drawdown period.

Another issue is the model could trigger a fail-safe then not re-enter the position as the market goes on an uptrend which means it would be sidelined while the market moves higher. Fortunately, this has yet to happen in the backtests or in real-time, but that does not mean it cannot happen in the future.

Another issue is the model could get whipsawed a number of times should the ETF go into a trading range while the model stays on its signal. That said, it has a maximum of three tries for each fail-safe then moves to cash until the next change in signal.

Finally, there is gap up/gap down risk with these volatility ETFs. Should the ETF gap lower the next day triggering a fail-safe, the loss could be greater than the typical -1.5% using a 1x ETF. Backtests have shown the worst case scenario was an overnight gap of 8.2% which made the total loss for that particular signal -11.2% due to two fail-safe triggers which also occurred during the signal (-8.2% - 1.5% - 1.5% = -11.2%). The flipside of this are gaps in one's favor which have far exceeded any losses caused by gaps lower through fail-safes.

Incidentally, while there is no 2x inverse volatility ETF, the reason we use only 1x XIV on sell signals is that volatility can spike overnight without warning on some catastrophic news event which would send XIV gapping lower. Meanwhile, markets generally never "melt-up" by gapping higher overnight by the same order of magnitude. And 2x UVXY would greatly benefit on spikes in volatility as it did on 8/24/15 when it gapped higher overnight by +61.9%. Incidentally, the model has never been caught in XIV on such a huge gap down as the worst has been -8.2% as noted above.

My intention in sharing this with you is to make everyone aware of certain negative factors which can occur even if such occurrences are very low probability.

In the table below, gains would have been greater had we taken into account such partial profits. 2x UVXY is bought on a buy signal. UVXY proved most profitable in backtests as every cycle was profitable. Some members buy 1x VXX in which case, all the BUY signal profits and losses in the table below would have halved.

1x XIV is bought on a sell signal.

So if the model switches from SELL to BUY as it did on 12/30, XIV is sold at 26.81 for a 3.12% gain, and UVXY is simultaneously bought at 26.31. Then on 1/5/16, UVXY is sold at 30.8 for a 17.07% gain.

DateSignal% gain / loss$10,000 becomes
04-29-2016 Cash 10,084
04-28-2016 Sell-7.410,084
04-18-2016 Cash 10,890
03-15-2016 Sell18.6910,890
03-15-2016 Cash 9,175
03-14-2016 Sell-0.789,175
03-10-2016 Cash 9,247
03-10-2016 **Buy-0.519,247 **
03-10-2016 Cash 9,294
03-08-2016 Buy-6.899,294
03-08-2016 Cash 9,982
03-08-2016 Buy-0.229,982
03-07-2016 Cash 10,004
03-07-2016 Sell-0.1910,004
03-02-2016 Cash 10,023
03-02-2016 Buy-2.5110,023
02-29-2016 Cash 10,281
02-29-2016 Sell-0.2610,281
02-26-2016 Buy3.0410,308
02-25-2016 Cash 10,004
02-23-2016 Buy-0.9410,004
02-22-2016 Cash 10,098
02-22-2016 Buy-3.1110,098
02-16-2016 Cash 10,422
02-16-2016 Buy-1.8710,422
02-09-2016 Cash 10,621
02-09-2016 Buy-4.0710,621
02-09-2016 Cash 11,071
02-09-2016 Buy-3.7411,071
02-04-2016 Cash 11,501
02-02-2016 Buy-0.8511,501
01-27-2016 Cash 11,600
01-27-2016 Sell-0.3111,600
01-21-2016 Cash 11,636
01-21-2016 Buy-0.6211,636
01-14-2016 Cash 11,709
01-14-2016 Sell-0.511,709
01-14-2016 Cash 11,768
01-14-2016 Sell-2.411,768
01-08-2016 Cash 12,058
01-07-2016 Buy1.2612,058
01-05-2016 Cash 11,908
12-30-2015 Buy17.0711,908
12-28-2015 Sell3.1210,172
12-28-2015 Cash 9,865
12-28-2015 Sell-1.359,865
12-23-2015 Cash 10,000
12-23-2015 Buy010,000
There are no earlier results
** From this date onward, includes early profit taking on certain buy
signals + end of overriding any of the model's signals as it is self-adjusting
Market Direction Model (MDM) profit/loss on NASDAQ Composite - Annualized return July 1974 - April 2016: +28.69 % / 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
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 - April 2016:
+21.2 % / year [100% long TECL on buy signal, 100% short TECL on sell signal, 100% cash on neutral signal]
DateSignal% gain / loss$1 becomes
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 - April 2016: +10.21 % / 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
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 - April 2016: +10.66 % / year
Date% gain / loss$1 becomes
04-29-2016 3.2570.38*
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
07-31-2015 -6.8668.19
Earlier resultsspinner
*As of 05-27-2016 (intraday or end of day, depending)