Timing Model and Results

Our timing model is a computerized composite of several successful market timing strategies (a quantitative model). We have adopted strategies that, when combined, generate a stable timing methodology which has consistently produced correct signals combined with a minimum draw down of account values during unfavorable periods. We have purposely given up some performance in an effort to keep year to year volatility as low as reasonably possible. Below are some key statistics for our model over the last 18 years and detailed historical trade by trade analysis.

*For those unable to use a short trading vehicle, historical returns
when moving to money market instead of short would have been
20.72% CAR and Ave. Trades Per Year would have
been 4.90. - Disclaimer

While the performance data was compiled using hypothetical trades, the performance continued consistently over 18 years through various market cycles and into the new millennium using a single robust computerized timing method. Trades were executed at the close of the day FOLLOWING the computer timing signal. For those using investment vehicles allowing trade execution at the market open, returns may be improved somewhat and losses lessened further. However, historical results have shown execution on the "next day's close" to have slightly better performance. See Execution & Strategies for the mechanics and performance of various fund strategies that can increase returns further.

All trades through December 31st of 2004 are displayed at the links below. The charts of account values are displayed on a logarithmic scale for clarity.

Historical Trades (Executed On Next Day's Close)
1.0 Beta to S&P 500
2.0 Beta to S&P 500
1.0 Beta to Nasdaq-100

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"Unless you can watch your stock holdings decline by 50% without becoming panic-stricken, you should not be in the stock market."
- Warren Buffet

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