|
Market Timing Rule with Dividend Yield
|
P Market Timing Rule with Dividend Yield 0.015 5days 5days GSPC
|
05/31/2010
|
03/08/2010
|
50.65
|
271.08
|
-5.42
|
-21.69
|
0.36
|
-6.03
|
|
Market Timing Rule with Expected Inflation
|
P Market Timing Rule with Expected Inflation 0.015 1day 1day GSPC
|
05/31/2010
|
10/14/2009
|
54.91
|
259.96
|
-0.75
|
-7.42
|
-0.45
|
-11.45
|
|
Warren Buffett Total Stock Market Value to GNP Ratio Strategy
|
P Warren Buffett Total Stock Market Valuation to GNP Ratio Smallcap NAESX Weekly Strategy
|
05/31/2010
|
11/06/2009
|
61.64
|
253.59
|
4.78
|
15.8
|
5.39
|
19.77
|
|
Market Timing Rule with Bond to Equity Yield Ratio
|
P Market Timing rule with Bond to Equity Yield Ratio 0.9 1day 1day GSPC
|
05/31/2010
|
03/30/2010
|
50.99
|
237.06
|
-7.78
|
-30.29
|
-1.26
|
-13.09
|
|
Last Year's Best Diversified Stock Fund
|
P Last Year Best Diversified Stock Fund Monthly Adjust
|
05/31/2010
|
12/28/2009
|
37.76
|
233.11
|
15.19
|
42.91
|
14.55
|
44.76
|
|
Market Timing Rule with Put/Call Ratio
|
P Market Timing Rule with Put/Call Ratio SMA30days 5days 5days GSPC
|
05/31/2010
|
03/04/2010
|
26.15
|
220.92
|
11.49
|
51.59
|
8.04
|
38.56
|
|
Moving Average Crossover
|
Vanguard 500 VFINX SMA 50 and 200 Crossover Golden Cross
|
05/31/2010
|
06/18/2009
|
31.36
|
206.25
|
10.24
|
76.17
|
11.59
|
86.29
|
|
XTF Sector Timing
|
P XTF Sector Timing SMA 10 Months
|
05/31/2010
|
|
46.23
|
199.56
|
-5.69
|
-23.91
|
1.24
|
-2.62
|
|
Market Timing Rule with Implied Volatility Index
|
P Market Timing rule with Implied Volatility Index SMA30days 5days 5days GSPC
|
05/31/2010
|
04/30/2010
|
35.79
|
196.1
|
5.52
|
25.5
|
6.03
|
29.41
|
|
Market Timing Rule with Short Term Interest Rate
|
P Market Timing with Short Term Interest Rate 0.05 1day 1day GSPC
|
05/31/2010
|
02/27/2007
|
46.71
|
195.74
|
-7.58
|
-29.09
|
-1.53
|
-13.99
|
|
Market Timing Rule with Maturity Spread
|
P Market Timing with Maturity Spread 0.005 5days 5days GSPC
|
05/31/2010
|
09/24/2007
|
46.71
|
195.74
|
-10.54
|
-39.78
|
-5.52
|
-31.74
|
|
Market Timing Rule with Long Term Interest Rate
|
P Market Timing with Long Term Interest Rate 0.10 1day 1day GSPC
|
05/31/2010
|
10/20/1987
|
46.71
|
195.74
|
-8.66
|
-32.62
|
-1.83
|
-15.2
|
|
Market Timing Rule with Earning to Price Ratio
|
P Market Timing rule with Earning to Price Ratio 0.016 5days 1day GSPC
|
05/31/2010
|
05/25/2010
|
46.71
|
195.74
|
-8.66
|
-32.62
|
-1.83
|
-15.2
|
|
Market Timing Rule with Credit Spread
|
P Market Timing Rule with Credit Spread SMA120days 5days 5days GSPC
|
05/31/2010
|
03/05/2010
|
36.64
|
189.75
|
3.23
|
8.56
|
5.77
|
20.51
|
|
Jegadeesh's Stock Momentum Strategy
|
P Jegadeesh Stock Momentum Strategy Fidelity Select 12-1
|
05/31/2010
|
05/26/2010
|
41.59
|
176.31
|
-2.15
|
-11.44
|
4.55
|
10.1
|
|
Sector Rotation Fidelity Select Funds
|
P Sector Rotation Fidelity Select Funds Monthly Adjust
|
05/31/2010
|
05/28/2010
|
40.98
|
150.02
|
1.62
|
2.08
|
12.42
|
38.1
|
|
FundX Upgrading
|
P FundX S and P SPDR Nine Secotrs Monthly Adjust
|
05/31/2010
|
05/28/2010
|
32.71
|
140.83
|
-2.39
|
-14.07
|
2.67
|
3.83
|
|
Sell in May and Go Away Seasonal Timing
|
STS Seasonal Timing Using Small Cap NAESX
|
05/31/2010
|
05/07/2010
|
39.14
|
133.59
|
2.35
|
5.11
|
3.97
|
11.26
|
|
Voting Market Timing Rule
|
P Voting Market Timing Rule 0.5 3months GSPC
|
05/31/2010
|
03/08/2010
|
16.69
|
132.38
|
-11.29
|
-41.33
|
-1.77
|
-14.93
|
|
MACD Strategy
|
P MACD for DJI
|
05/31/2010
|
05/07/2010
|
23.97
|
123.75
|
1.72
|
3.98
|
4.67
|
24.09
|
|
RSI 5 Strategy Under SMA 200 Days Long Term Indicator
|
NDX from 1989
|
02/28/2010
|
02/05/2010
|
11.39
|
107.33
|
2.13
|
8.81
|
4.25
|
26.88
|
|
SMA with Long Term Treasury Bond
|
P SMA SPX 200 Days With Long Term Treasury Bond
|
03/31/2010
|
05/29/2009
|
18.05
|
103.29
|
8.22
|
45.5
|
6.11
|
32.01
|
|
Momentum Hedge
|
P Momentum Hedge Fidelity Select 200 Days SMA SPY Hedge
|
05/31/2010
|
05/28/2010
|
24.92
|
92.11
|
15.41
|
60.88
|
6.98
|
27.47
|
|
RSI 5 Day Buy and Sell Signal Strategy
|
Confidence Check with Two Strategies(RSI5 and Calendar)
|
02/28/2010
|
02/24/2010
|
10.82
|
85.35
|
-4.02
|
-33.17
|
1.69
|
-1.21
|
|
Dow Theory
|
P Dow Theory VFINX
|
05/31/2010
|
07/24/2009
|
13.12
|
81.1
|
-4.55
|
-34.69
|
2.6
|
6.17
|
|
Calendar Based Trading
|
P Calendar Based Trading RUT
|
05/31/2010
|
05/26/2010
|
11.28
|
69.11
|
-6.64
|
-34.44
|
-0.05
|
-9.91
|
|
Market Timing Rule with Dividend Payout Ratio
|
P Market Timing Rule with Dividend Payout Ratio SMA120days 1day 1day GSPC
|
05/31/2010
|
04/15/2010
|
7.25
|
68.97
|
3.36
|
23.68
|
5.25
|
35.87
|
|
Strategy of January Effect
|
long for IWM short for IWV (100%short)
|
05/31/2010
|
01/29/2010
|
-0.65
|
-45.17
|
0.44
|
-26.02
|
2.15
|
11.6
|
|
Learning Market Timing rule
|
P Learning Market Timing rule 256d 256d GSPC
|
01/31/2001
|
|
NA
|
NA
|
NA
|
NA
|
NA
|
NA
|
|
Diversified Timing on Country ETFs
|
P Diversified Timing SMA 10 Months On Country ETFs
|
05/31/2010
|
|
0
|
NA
|
0
|
NA
|
0
|
NA
|
|
Market Timing Dividend Payout Ratio
|
|
|
|
NA
|
NA
|
NA
|
NA
|
NA
|
NA
|
|
Shiller Cyclically Adjusted PE 10 Stock Market Timing Strategy
|
P Shiller Cyclically Adjusted PE 10 SO SU Stock Market Timing Strategy Weekly HY Bond As CASH
|
05/31/2010
|
|
NA
|
NA
|
NA
|
NA
|
NA
|
NA
|
|
Closed End Fund Strategy ranked by discount rate
|
CEFvariant_5 percent buy and sell stop_3year_US equity_
|
02/28/2010
|
|
NA
|
NA
|
NA
|
NA
|
NA
|
NA
|