The Timing Signals Plus ETF System trades between exchange traded funds no more often than once per month. The system switches at most once per month, but over the life of the system, it has produced signals on an average of just over four times a year.
All trades are signaled on the last trading day of the month for trading at the close of the first trading day of the month. Trades are executed at the closing price of the first trading day of the month.
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Maximum Drawdown Since 2003 vs Buy and Hold
Timing Signals Plus System | Buy and Hold SPY |
|---|---|
| Less than 14% | More than 55% |
Winning vs Losing Trades
Total Trades | Winning Trades | Losing Trades | Winning Trade Percentage |
|---|---|---|---|
| 58 | 40 | 18 | 70% |
The system works by examining the relative strength of the ETFs in the rotation. Using our proprietary relative strength criteria, the strongest ETF is switched to at the beginning of each month.
This system trades between the ETFs SPY, IWM, EFA, AGG, and SHY. If you are a US government employee you can trade your TSP account using these signals with the C Fund, S Fund, I Fund, F Fund and G Fund substituted for those ETFs.
Below are details of previous trades. As you can see, the system has performed quite well versus the ETF SPY (Standard and Poors 500 tracking ETF.) The system has captured major up moves of the market while avoiding crushing drawdowns and has enjoyed almost 70% winning trades.
Previous Trades
Trade Open Date | ETF | Trade Open Price | Trade Close Date | Trade Close Price | Trade Return | System Return | Buy and Hold SPY |
|---|---|---|---|---|---|---|---|
| 10/1/2013 | EFA | 64.14 | 12/2/2013 | 65.75 | 3% | 418% | 145% |
| 7/1/2013 | IWM | 97.89 | 10/1/2013 | 107.85 | 10% | 405% | 130% |
| 5/1/2013 | SPY | 156.68 | 7/1/2013 | 160.58 | 2% | 358% | 118% |
| 2/1/2013 | IWM | 89.49 | 5/1/2013 | 91.18 | 2% | 347% | 113% |
| 11/1/2012 | EFA | 52.56 | 2/1/2013 | 58.27 | 11% | 339% | 102% |
| 10/1/2012 | SPY | 141.26 | 11/1/2012 | 139.77 | -1% | 296% | 90% |
| 9/4/2012 | EFA | 49.77 | 10/1/2012 | 51.80 | 4% | 300% | 92% |
| 6/1/2012 | AGG | 107.75 | 9/4/2012 | 108.90 | 1% | 284% | 86% |
| 3/1/2012 | SPY | 132.79 | 6/1/2012 | 124.11 | -7% | 280% | 69% |
| 1/3/2012 | IWM | 72.73 | 3/1/2012 | 79.03 | 9% | 307% | 80% |
| 12/1/2011 | SPY | 119.73 | 1/3/2012 | 122.93 | 3% | 274% | 67% |
| 7/1/2011 | AGG | 100.05 | 12/1/2011 | 103.87 | 4% | 265% | 63% |
| 11/1/2010 | IWM | 66.50 | 7/1/2011 | 80.62 | 21% | 251% | 73% |
| 10/1/2010 | EFA | 50.47 | 11/1/2010 | 51.68 | 2% | 190% | 51% |
| 6/1/2010 | AGG | 95.44 | 10/1/2010 | 98.94 | 4% | 183% | 46% |
| 5/3/2010 | IWM | 69.37 | 6/1/2010 | 60.83 | -12% | 173% | 36% |
| 4/1/2010 | SPY | 109.55 | 5/3/2010 | 111.92 | 2% | 211% | 52% |
| 2/1/2010 | IWM | 57.45 | 4/1/2010 | 64.80 | 13% | 205% | 49% |
| 11/2/2009 | SPY | 96.10 | 2/1/2010 | 101.01 | 5% | 170% | 37% |
| 5/1/2009 | EFA | 36.73 | 11/2/2009 | 47.60 | 30% | 157% | 31% |
| 4/1/2009 | SHY | 80.85 | 5/1/2009 | 80.67 | 0% | 98% | 9% |
| 1/2/2009 | AGG | 88.67 | 4/1/2009 | 87.44 | -1% | 99% | 0% |
| 8/1/2008 | SHY | 78.00 | 1/2/2009 | 80.51 | 3% | 102% | 14% |
| 7/1/2008 | AGG | 83.34 | 8/1/2008 | 83.86 | 1% | 95% | 53% |
| 6/2/2008 | IWM | 68.31 | 7/1/2008 | 63.80 | -7% | 94% | 56% |
| 5/1/2008 | EFA | 65.22 | 6/2/2008 | 64.91 | 0% | 108% | 68% |
| 3/3/2008 | SHY | 78.40 | 5/1/2008 | 77.80 | -1% | 109% | 70% |
| 1/2/2008 | AGG | 83.08 | 3/3/2008 | 84.45 | 2% | 110% | 60% |
| 11/1/2007 | EFA | 70.28 | 1/2/2008 | 66.88 | -5% | 107% | 74% |
| 10/1/2007 | AGG | 80.15 | 11/1/2007 | 81.43 | 2% | 117% | 80% |
| 8/1/2007 | SHY | 73.74 | 10/1/2007 | 75.02 | 2% | 114% | 84% |
| 7/2/2007 | SPY | 132.83 | 8/1/2007 | 128.14 | -4% | 110% | 74% |
| 1/3/2007 | EFA | 61.29 | 7/2/2007 | 68.32 | 11% | 118% | 80% |
| 11/1/2006 | IWM | 67.91 | 1/3/2007 | 71.47 | 5% | 96% | 67% |
| 10/2/2006 | SPY | 114.86 | 11/1/2006 | 118.12 | 3% | 86% | 60% |
| 8/1/2006 | AGG | 74.92 | 10/2/2006 | 76.77 | 2% | 81% | 56% |
| 7/3/2006 | EFA | 53.67 | 8/1/2006 | 53.45 | 0% | 76% | 48% |
| 6/1/2006 | SHY | 69.60 | 7/3/2006 | 69.67 | 0% | 77% | 49% |
| 5/1/2006 | EFA | 55.52 | 6/1/2006 | 53.77 | -3% | 77% | 50% |
| 4/3/2006 | IWM | 68.28 | 5/1/2006 | 68.21 | 0% | 83% | 52% |
| 3/1/2006 | EFA | 51.49 | 4/3/2006 | 53.59 | 4% | 83% | 51% |
| 2/1/2006 | IWM | 66.10 | 3/1/2006 | 66.82 | 1% | 76% | 50% |
| 1/3/2006 | EFA | 50.15 | 2/1/2006 | 51.48 | 3% | 74% | 49% |
| 12/1/2005 | SPY | 107.39 | 1/3/2006 | 107.97 | 1% | 69% | 47% |
| 10/3/2005 | EFA | 46.42 | 12/1/2005 | 47.00 | 1% | 68% | 46% |
| 7/1/2005 | IWM | 57.45 | 10/3/2005 | 60.16 | 5% | 66% | 41% |
| 6/1/2005 | AGG | 74.79 | 7/1/2005 | 74.62 | 0% | 59% | 37% |
| 4/1/2005 | SHY | 67.80 | 6/1/2005 | 68.51 | 1% | 59% | 38% |
| 1/3/2005 | EFA | 42.51 | 4/1/2005 | 42.35 | 0% | 58% | 34% |
| 12/1/2004 | IWM | 56.93 | 1/3/2005 | 57.00 | 0% | 58% | 37% |
| 11/1/2004 | EFA | 38.58 | 12/1/2004 | 41.57 | 8% | 58% | 35% |
| 8/2/2004 | AGG | 70.81 | 11/1/2004 | 72.82 | 3% | 47% | 28% |
| 7/1/2004 | SPY | 93.46 | 8/2/2004 | 91.91 | -2% | 43% | 25% |
| 5/3/2004 | SHY | 67.40 | 7/1/2004 | 67.37 | 0% | 45% | 27% |
| 12/1/2003 | EFA | 33.76 | 5/3/2004 | 36.37 | 8% | 45% | 26% |
| 5/1/2003 | IWM | 34.68 | 12/1/2003 | 48.67 | 40% | 35% | 20% |
| 2/3/2003 | SHY | 65.75 | 5/1/2003 | 66.27 | 1% | -4% | 1% |
| 1/2/2003 | EFA | 26.20 | 2/3/2003 | 24.94 | -5% | -5% | -5% |