Timing Breakthrough !
Replacement Timing Module Booms Equity Gains
Six Times over the Original System
6.4 years May 30, 2003--October 23, 2009
Mostly USA ETFs Portfolio--Hypothetical
Weekly
See Comments below
THE CROSSING
It is very clear whether the system is long or short--simply by being above or below the mean. I have clipped off the outliers in full picture on the previous page to simplify the visual message here.
This oscillator is a lot busier than I would like, but I am willing to accept the trade-off for greatly improved accuracy and responsiveness that produce greatly increased profits and lower risks.
Durability? How well will the new timing module stand up in the future? As I have said elsewhere previously, I would always prefer to have 10, 15, 20, or more years of past history from which to extract a new trading/investing system or methodology. But that is not to be in this case since the bulk of ETFs has only quite recent vintage.
The current version has been missing the rare component of possible excessive volatility. Public volatility measures set all-time records during the collapse last fall. What else might I be missing? I do not know. If you think you know, please tell me, and I will explore its potential impact on the existing Copernicus systems selection and timing algorithms.
What next? I plan to add a provisional row in the Mostly USA ETFs Portfolio Rankings Table during coming weeks to continue to evaluate the timing module in real-time. If the new timing process meets expectations, I will promote the upgraded system to full subscription status.
In the meantime, I intend to trade with personal funds using the provisional signals from the table in lieu of using the weekly letter Action & Status report on the current trend and its changes. As of today, the trend reports are non-conforming. The current, 'official' system is short; the new module is long. When they come match in conformity, I will switch, and then follow new module exclusively.
As some of you know who have asked, most of the time I personally commit equal funds to both the USA and Worldwide systems. When they are at odds, I am hedged. But I dislike the opportunity cost the hedging is costing me . I expect the upgrade to solve that.
SUMMARY
The new timing module tests well enough to become 'provisional'. Pending further real-time observation, it has the potential to be adopted as an upgrade to the Mostly USA ETFs portfolio system.
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Appendix added:
Complete List of Trades
and Summary of Related Details
click here
SAMPLE
Weekly Chart--
The timer is called
'Accelerator'
Written
9/30 to 10/25/2009
Posted
10/25/2009 4:08 p.m. EDT
Updated
10/27/2009 2:10 p.m. EDT
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