Signals are provided subject to the disclaimer and terms of service.
This page shows what the ETF and TSP member page looks like. It is nearly identical to the member page except that the top line of the signal tables showing the current position of the system signals is not shown on this page - the current positions are available only to members.
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The ETF signals only change once per week (at most). If you check on Sunday evening or Monday morning, you will see if there is a switch to be made that week. The TSP system only makes changes once per month (at most). If there is a trade, it will be posted during the second weekend of the month. |
The ETF trade tables assume trading at the market close on the day after a switch. Thus, usually the trade happens on Monday. The systems do not assume use of margin when trading.
Prior to 2004, the results assume trading stock symbol ASA in place of the ETF GLD which was not available then.
The results do not include impact of commissions. We suggest the use of a discount broker to minimize the effect of commissions when trading.
The ETF Timing System
The earlier trade history for the ETF Timing System can be found here. The system trades at most once per week. If there is a new trade it will be posted during the weekend update for execution during the next market day.
System results assume trading at the close during the next market day. For a list of the exchange traded funds that this system switches between, click here.
We first posted the ETF switching system on the web on March 9, 2008. We have followed the system in real-time since the beginning of December, 2007 Results before that date are back tested.
The system's results and the current signal are posted below. If there is an ETF switch, the top row's "Position" ETF will be different from last weeks and will be highlighted in yellow:
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The ETF 2 Timing System
The system trades at most once per week. If there is a new trade it will be posted during the weekend update for execution during the next market day. System results assume trading at the close during the next market day.
For a list of the exchange traded funds that this system switches between, click here.
We first posted the ETF2 switching system on the web on March 9, 2008. We have followed the system in real-time since the beginning of December, 2007 Results before that date are back tested.
The system's results and the current signal are posted below. If there is an ETF switch, the top row's "Position" ETF will be different from last weeks and will be highlighted in yellow:
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The ETF 3 Timing System
The ETF3 system rotates between the various ETFs based on a momentum based model that tries to identify ETFs with lasting and powerful trends.
The system differs from the ETF1 and ETF2 systems in that it always holds two of the ETFs - this broadens the holdings of the system and provides more diversification. This increased diversification does tend to reduce overall returns somewhat compared the the other two systems.
The system trades weekly - at most - updates are posted on the weekend. The system's new signals are for trading on the next market day, usually Monday. The returns assume trading at the market close on the day after a signal is first posted. No margin is used when trading.
The system is not a simple combination of the ETF1 and ETF2 systems - it was developed along similar but not identical lines. It can hold the top ETFs in the other two systems, but does not necessarily do so.
The system was first posted on our site on March 30, 2008 and was developed during February-March 2008.
The earlier history for the ETF 3 system is here.
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ETF 4 Timing System
This system is designed for trading using the same method as the TSP 3 timing system - but it uses the ETF symbol EFA and Cash (or money market) as the two trading vehicles it switches between.
How the ETF 4 System Works
The ETF 4 system switches between the ETF with the symbol EFA and Cash based on the time of the month.
The system trades weekly - at most - updates are posted on the weekend. The system's new signals are for trading on the next market day, usually Monday. The returns assume trading at the market close on the day after a signal is first posted. No margin is used when trading.
The system is not a simple combination of the ETF 1 and ETF 2 systems - it was developed along similar but not identical lines. It can hold the top ETFs in the other two systems, but does not necessarily do so.
The system was first posted on our site on April 17, 2008 and was developed during February-March 2008.
The earlier history for the ETF 4 Timing Systems is here.
If there is a new signal, the top line at in the Position column will be highlighted in yellow.
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ETF 5 Timing System
This page presents the trade results graph and trade table of the ETF5 Timing System. This system is designed for trading using the same ETFs as the ETF systems 1, 2, and 3. The ETFs the system uses are described here.
How the ETF 5 System Works
The ETF 5 system switches between the various ETFs based on a momentum based model that tries to identify ETFs with lasting and powerful trends.
The system trades weekly - at most - updates are posted on the weekend. The system's new signals are for trading on the next market day, usually Monday. The returns assume trading at the market close on the day after a signal is first posted. No margin is used when trading.
The system uses a variation of the method used for the ETF, ETF 2 and ETF 3 systems.
The system was first posted on our site on April 25, 2008 and was developed during February-March 2008.
If there is a new signal, the top line at in the Position column will be highlighted in yellow.
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ETF 6 Timing System
This page presents the trade results graph and trade table of the ETF 6 Timing System. The ETFs the system uses are described here. The ETF 6 System uses more ETFs than the earlier systems, and always holds three ETFs.
How the ETF 6 System Works
The ETF 6 system switches between the various ETFs based on a momentum based model that tries to identify ETFs with lasting and powerful trends.
The system trades weekly - at most - updates are posted on the weekend. The system's new signals are for trading on the next market day, usually Monday. The returns assume trading at the market close on the day after a signal is first posted. No margin is used when trading.
The system uses a significant variation of the method used for the ETF, ETF 2, ETF 3 and ETF 5 systems.
The system was first posted on our site on April 24, 2008 and was developed during February-March 2008.
The earlier history for the ETF 6 Timing System is here.
If there is a new signal, the top line at in the Position column will be highlighted in yellow.
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ETF 7 Timing System
This page presents the trade results graph and trade table of the ETF 7 Timing System. The ETFs the system uses are described here. The ETF 7 System always holds one ETF.
How the ETF 7 System Works
The ETF 7 system switches between the various ETFs based on a momentum based model that tries to identify ETFs with lasting and powerful trends.
The system trades weekly - at most - updates are posted on the weekend. The system's new signals are for trading on the next market day, usually Monday. The returns assume trading at the market close on the day after a signal is first posted. No margin is used when trading.
The system uses a significant variation of the method used for the ETF, ETF 2, ETF 3 and ETF 5 systems.
The system was first posted on our site on July 2, 2008 and was developed during February-March 2008.
Real Money Trading History Graph of the ETF 7 System is Here.
If there is a new signal, the top line at in the Position column will be highlighted in yellow.
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The TSP Timing System
We first posted the TSP timing system on the web on March 9, 2008. We have followed the system in real-time since the beginning of December, 2007 Results before that date are back tested.
TSP Timing Graph: the graph below provides a comparison of the switching system results against holding each of the three funds in equal amounts since the beginning of the system.
More information about the TSP Timing System is here.
The TSP 2 Timing System
The TSP2 Timing System switches between two of the available TSP funds - the I Fund (international equities) and the F Fund (US bonds).
It has been constructed based on the observation that the stock markets, both domestic and international, tends to rise near the end of each calendar month and that significant drops, if any, seem to occur soon after the beginning of the month.
The system takes advantage of these cyclical trends based on monthly periods and mechanically switches out of stocks soon after the beginning of each month and back into equities around the middle of the month.
There are a number of theories as to why monthly systems such as this have worked in the past and why they may continue to be successful. Chief among these is the fact that institutional investors, including large pension funds, tend to have large sums that they must invest near the end of each calendar month. This influx of cash may be enough to drive prices up with these monthly cycles being the result.
This system was first published on the web on March 24, 2008, and was developed by us into its current form in February, 2008.
The system is a daily system because on each month the trades may occur on various days of the week due to the variables associated with the number of trading days in each month.
The graph below presents the system's back tested and real time results compared to buying 50% of each fund at the beginning of the period and holding until the end of the period.
TSP 2 Timing System Graph
The TSP 3 Timing System
The TSP 3 system switches between two of the available TSP funds - the I Fund (international equities) and the F Fund (US bonds).
This system was first published on the web on April 9, 2008, and was developed by us into its current form in February, 2008.
The primary difference between this system and the TSP2 timing system is that the TSP 3 Timing System signals new trades only on the weekend - trades are executed on the first trading day after the weekend (usually Monday), with the second day (usually Tuesday) being the first day the new trade positions begin to impact the trade returns.
This system is updated weekly and makes 2 switches per month to conform to the TSP trading frequency restriction rules.
The graph below presents the system's back tested and real time results compared to buying 50% of each fund at the beginning of the period and holding until the end of the period.
TSP 3 Timing System Graph
