Timing Breakthrough !
Timing Module Upgrade Booms Equity Gains
Six Times over the Original System
6.3 years May 30, 2003--October 10, 2009
Mostly USA ETFs Portfolio--Hypothetical
Weekly
See Comments below
THE PROBLEM
Bad Timing. Since June 26, 2009, the system has adamantly signaled bear market, trend down. Look just to the right of the final vertical dashed line. People write to ask if the system is broken. What has gone wrong?
This and the other ETFs system were built with the earliest historical data available from 2002 onward to 2004-2006. None of that period contained the extremes of market volatility exhibited in the October crash last year as we shall see.
Accordingly, the velocity and magnitudes of these end-of-2008 price changes were not captured and included in the timing algorithms tested and adopted earlier into the original system.
I reached this epiphany after three weeks of deep, continuous research in my test laboratory. You may recall that the original timing modules were built on an 18-year model that provided the philosophical basis for present use. See here.
What to do?
THE SOLUTION
Throw out the old module entirely. As Americans, and perhaps the Brits, say, Think outside the box. Or, as I should say, think outside the spheres and circles--my scientific field of thinking 500 years ago.
I conceived and built a unique timing module that I have seen nowhere else in the literature. It tested well. The results are astonishing.
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