SHORT TERM MARKET TIMING MODEL

Our followers have probably noticed a new feature in the weekly updates, Short Term Market Timing Signal.

This is a weekly model which combines both trend and counter trend approach to find the right time to be in the market (S&P500).

The model was tested  20 years back with outstanding results :

CAGR=17%

Time In Market =54% 

MAX DrawDown=8%

Sharpe=2.26

We use this model to determine the exposure to equities, for example in aggressive account we use 100% exposure if model is bullish and 70% if model is bearish.