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Using data back to the 1950s for ^GSPC (S&P500)
an excel simulation came up with this strategy-
I used ^GSPC to get a long history, but you would
be buying the SPY ETF which is equivalent.

Rules:		
Buy (or stay in the market) these months		
Jan		
Mar		
April		
July		
Oct		
Nov		
Dec
		
Buy but only if		
End of month adjusted value > EOM adj. value 5 months ago	
for these months	
Feb		
May		
June		
Aug		
Sept
Example- at the end of January, you would compare the
EOM vs.the EOM value for August (5 months earlier). 
If it is larger, buy (or keep since Jan. is a always
buy month) the
SPY ETF for the month of February.

For the past month of August you would have been out of
the market. :^)

Buy/Sells done at the end of each month.

Some results-
Returns over a period of 50 months 

EoM	 adjusted 	 port	  B&H return 	 port return 
9/9/15	 1,942.04 	 8,338.44 	72%	72%
9/1/11	 1,131.42 	 4,845.12 	-22%	18%
7/2/07	 1,455.27 	 4,113.35 	51%	42%
5/1/03	 963.59 	 2,897.89 	-25%	15%
3/1/99	 1,286.37 	 2,517.86 	173%	144%
1/3/95	 470.42 	 1,032.58 	46%	45%
11/1/90	 322.22 	 710.51 	39%	28%
9/2/86	 231.32 	 555.29 	116%	90%
7/1/82	 107.09 	 291.96 	10%	47%
5/1/78	 97.24 	         198.04 	3%	43%
3/1/74	 93.98 	         138.87 	11%	9%
1/2/70	 85.02 	         127.56 	-7%	18%
11/1/65	 91.61 	         108.44 	37%	66%
9/1/61	 66.73 	          65.50 	39%	31%
7/1/57	 47.91 	          49.93 	55%	62%
7/1/54	 30.88 (start)    30.88 		

1999 to now	                        51%	231%		
1954 to 1999	                      4066%	8054%
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No. of Recommendations: 0
Can I ask where you got the SP data?
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No. of Recommendations: 6
Here is the latest update that I have.

Timeframes might be a little different from
the original post, but I added how
the ratio method would have worked.

The "timing" column represents the
original thought of this thread; the
ratio method refers to something I
developed a while back.
http://boards.fool.com/2-ratios-30565283.aspx
MI post 241906


Both the timing and ratio methods have had
their glory days.

While timing might win out overall, 
ratio had minimized the worst periods.
And I use the ratio method for timing
in the ETF sector strategies- easier to
code.


Each line shows approx. a 50 month return.

	B&H	Timing	Ratio
3/1/17	52%	56%	52%
3/1/13	90%	131%	71%
1/2/09	-30%	-18%	9%
11/1/04	-18%	27%	25%
9/1/00	124%	103%	124%
7/1/96	54%	48%	54%
5/1/92	60%	54%	52%
3/1/88	58%	49%	58%
1/3/84	54%	78%	58%
11/1/79	27%	38%	14%
9/2/75	-12%	15%	2%
7/1/71	7%	14%	23%
5/1/67	34%	54%	24%
3/1/63	20%	37%	20%
1/2/59	27%	35%	31%
1/3/56	Start

		B&H	Timing	Ratio
SEP-00 to now	66%	273%	254%
1956 to Sep-00	3178%	6167%	3559%
all	        5338%	23258%	12856%
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