No. of Recommendations: 7
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%
