No. of Recommendations: 57
Might be interesting/useful to some.

Really helps out keeping you out of downturns.

This was done using the SPY ETF, monthly
adjusted returns from Yahoo.

A= EOM close 
B= EOM close six months ago
C= EOM close 13 months ago

Rule: Buy (or stay in) if either A/B OR B/C is >.965
Sell (stay out) if BOTH are <.965

With the SPY B&H and the great NH lookback
strategy as reference points, here is the
profit of all three over various time points.

		           99 day NH	
	        SPY B&H	    lookback     2 ratios
SINCE 1/2008	1.33%	         28%	  41%
SINCE 1/2000	1.27%	         76%	 116%
SINCE 1/1956	4035.21%	8764%	10469%

I like this one as it does well going all the way
back to the 1950s as well as minimizing the downfall
in 2007 and 2000-2002.

Note: the .965 is the optimum value. 1.0 works quite well 
also; just wanted to give the the best value lest someone
calls me out on it...
And EOM stands for End Of Month.
Print the post  


What was Your Dumbest Investment?
Share it with us -- and learn from others' stories of flubs.
When Life Gives You Lemons
We all have had hardships and made poor decisions. The important thing is how we respond and grow. Read the story of a Fool who started from nothing, and looks to gain everything.
Contact Us
Contact Customer Service and other Fool departments here.
Work for Fools?
Winner of the Washingtonian great places to work, and Glassdoor #1 Company to Work For 2015! Have access to all of TMF's online and email products for FREE, and be paid for your contributions to TMF! Click the link and start your Fool career.