Monday, 19 October 2009

BEHIND OUR MARKET TIMING INDICATOR




Following the markets drop in the summer 2008, we have put into place a Market Timing indicator in October 08. This indicator, added on top of our portfolios, helps to reduce volatility by a big margin.

The following graph shows how one of our portfolio, the Ultimate Price Momentum v4, is affected by the addition of our Market Timing Indicator. See how the red line equity curve experiences a lower volatility:

Note: Whereas the underlying portfolios data have been recorded live, the indicator signals before October 08 have been simulated. Indicator signals after October 08 have been recorded live.


We are still in the process of integrating this indicator in our website. In the mean time, you can get more information by reading the following threads on our forum:

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