Super Stock Picker Forum

About Strategies => Our Market Timing Indicator => Topic started by: Accruer on February 17, 2010, 12:15:42 PM



Title: Historical Market Timing Indicator
Post by: Accruer on February 17, 2010, 12:15:42 PM
Is there historical data for the MTI?

For example the MTI is "down" now, but I don't know for how long it has been down.


Title: Re: Historical Market Timing Indicator
Post by: markcle on February 17, 2010, 10:53:59 PM
clik on market timing above and dwnload spreadseet;* TSX Timing.gif


Title: Re: Historical Market Timing Indicator
Post by: Super Stock Picker on February 18, 2010, 11:33:53 AM
The current DOWN signal has been generated on 01/21


Title: Re: Historical Market Timing Indicator
Post by: bryanmcn on February 23, 2010, 09:23:38 AM
SSP
Why does the Weekly and Weekly + prorfolios show the same company performances?
Bryan


Title: Re: Historical Market Timing Indicator
Post by: Super Stock Picker on February 23, 2010, 08:56:30 PM
Hi Bryan,

See this note below the performance table in the Price Momentum Weekly+ portfolio:
Quote
** The performances shown in the table are since the initial recommendation in the underlying portfolio that does not use the Market Timing Indicator.

The reason behind this is that both versions of the portfolio,"+" or not "+", have the same allocation. Which is based on the performance of the stock since the initial recommendation in the former portfolio (without "+").

Of course, if they are DOWN and UP signals from the market timing during the time a stock is on hold in the portfolio, then the performance shown in the "+" portfolio does not show the actual gain or loss that occurred for that stock in the "+" portfolio.

Once again, the history of the "+" portfolios is a combination of the former portfolio and the MTI signals.


Title: Re: Historical Market Timing Indicator
Post by: bryanmcn on February 24, 2010, 06:12:53 AM
SSP
If you sell when the indicator is down and rebuy when the indicator is up then the true performance of the stocks is not shown.
Just fix it. 
Bryan


Title: Re: Historical Market Timing Indicator
Post by: Super Stock Picker on February 24, 2010, 12:45:38 PM
You're right Bryan,

That what we said as well in our previous answer:
Quote
Of course, if they are DOWN and UP signals from the market timing during the time a stock is on hold in the portfolio, then the performance shown in the "+" portfolio does not show the actual gain or loss that occurred for that stock in the "+" portfolio.

And that's why we have this note below the table.
But, these numbers are important as they are because they give the weights to use when allocating the cash in our portfolios. See the post for more info:
http://www.superstockpicker.com/forum/index.php?topic=3.0

Showing a 0% performance for all the stocks when rebuying would lead to equally weight all the stocks in the portfolio at that time. This would be incorrect as the "+" and non "+" portfolio should behave exactly the same when the indicator is up.
That includes the allocation to be the same in both portfolios...

So, to check our recommendations performances, see the non "+" portfolios. And to see the impact of the MTI signals on the portfolio performances, check the "+" portfolios.


Title: Historical Market Timing Indicator: available for download
Post by: Super Stock Picker on March 30, 2010, 03:51:30 PM
Hello,

Now, the Market Timing Indicator history is available for download.
Right-click this link and select the Save As option:
http://www.superstockpicker.com/marketTiming_history.csv