This page presents current signal and the historical trade table for the ETF Monthly Allocation Timing System 2.
The ETF Monthly Allocation Timing System 2 Graph (versus buy and hold)
ETF Monthly Allocation Timing System 2 trades three ETFs – IWM, EFA and AGG. It reallocates in percentages between these three ETFs once per month. New positions (if any) are signaled on the second or third weekend of every month. The system takes the new positions at the close on the day after a new signal.
If there is a new signal, the box at the top of the trade table has a yellow background during the week of the new signal.
The system only reallocates once per month at most – some months there is no reallocation if the current position is adequate given the current market conditions.
How the System Works
The system uses the same signals as the TSP Timing System 4. Specifically, it uses the ETFs IWM, EFA and AGG to trade the same signals as the TSP Timing System 4.
How to read the ETF Monthly Allocation Timing System 2 Table
The ETF Monthly Allocation Timing System 2 trade table shows the past history of the trades of the system and a box at the top that tells exactly what the system will do during the next trading day. We first posted this system on the web on July 27, 2009 We have followed the system in real-time since the beginning of May, 2009. Results before that date are back tested.
The first three numbers next to the “Date” in each row are the percentages that the system was in those Funds during those days.
The box at the top is the most important. It specifies what the system will do – when there is a new signal, it states what positions the system will take on the next trading day after the signal. So, if there is a new signal on a weekend, the system moves the the new position at the close of the next market day (usually Monday).
If there is a new position, the box is highlighted in yellow. Results from the new position begin to accrue as of the day after the position is taken since positions are taken at the close.