Test Market Timing Models

This tool allows you to test different market timing and tactical asset allocation models based on moving averages, momentum, market valuation and target volatility. The supported models include:

You can find a summary of the selected tactical asset allocation model below, and a more detailed description in the FAQ section.

Shiller PE Ratio Market Valuation

Shiller PE Ratio (PE10) market valuation based timing model adjusts the allocation between stocks and bonds as follows:
  • PE10 >= 22 - 40% stocks, 60% bonds
  • 14 <= PE10 < 22 - 60% stocks, 40% bonds
  • PE10 < 14 - 80% stocks, 20% bonds
The balanced 60% stock and 40% bond allocation is used as the benchmark portfolio.

Moving Averages - Single Asset

The moving average timing model is either invested in a a specific stock, ETF or mutual fund, or is alternatively in cash or other risk-free asset based on the moving average signal. The model is invested in the asset when the adjusted close price is greater than the moving average and the model moves to cash when the adjusted close price is less than the moving average. The model also supports using moving average cross-over as the signal.

Moving Averages - Portfolio Assets

The moving average model applies the moving average signal to each portfolio asset. The model is invested in a portfolio asset when the adjusted close price is greater than the moving average and the allocation is moved to cash when the adjusted close price is less than the moving average. The model also supports using moving average cross-over as the signal.

Momentum - Relative Strength

The relative strength momentum model invests in the best performing assets in the model based on each asset's past return. The momentum can be based on a single timing period, or multiple weighted timing periods. Additionally the model supports using moving averages as a risk control to decide whether investments should be moved to cash.

Momentum - Dual Momentum

The dual momentum model uses relative momentum to select the best performing model assets and incorporates absolute momentum as a filter to invest in cash if the excess return of the selected asset over cash is negative.

Adaptive Allocation

The adaptive asset allocation model combines relative strength momentum model with different asset weighting. The relative strength model uses an equal weight allocation for the model selected assets, whereas the adaptive asset allocation uses either risk parity allocation or minimum variance allocation for the model assets to minimize the expected volatility.

Target Volatility

The target volatility model adjusts the market exposure of the portfolio based on the realized historic volatility and the given volatility target. The cash allocation in the portfolio is increased or decreased as required to meet the targeted volatility level in order to improve the risk adjusted performance.
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Timing Periods
Length
Unit
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Time Period #1
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Time Period #2
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Time Period #3
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Time Period #4
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Time Period #5
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Volatility Period
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Asset 1
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Asset 2
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Asset 3
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Asset 4
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Asset 5
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Asset 6
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Asset 7
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Asset 8
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Asset 9
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Asset 10
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Total
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Market Timing Results (Jan 2005 - Sep 2019)

Market timing results from 2005 to 2019 for SPDR S&P 500 ETF (SPY) are based on 200 trading day simple moving average. The timing portfolio is invested in the asset when the adjusted close price is greater than or equal to the moving average, otherwise the portfolio is invested in iShares 7-10 Year Treasury Bond ETF (IEF). Timing model trades are executed using the end of month close price each month based on the end of month signals.

Performance statistics for the timing portfolio and benchmark portfolios
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Timing Portfolio$10,000$47,46011.14%9.85%32.31%-5.05%-14.54% 0.991.590.55
Buy & Hold Portfolio$10,000$33,0068.43%13.87%32.31%-36.81%-50.80% 0.560.811.00
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Notes on results:
  • Past performance is not a guarantee of future returns. See Disclaimer and Terms of Use
  • The annual results for 2019 are based on full calendar months from January to September.
  • Out of market returns are based on 1-month treasury bill returns for cash or the selected alternative asset
  • The moving average signal is based on total return and accounts for splits and dividends
  • Monthly moving average period calculations are based on end-of-month samples
  • Additional trading costs and taxes for timing models are not reflected in the results
  • CAGR = Compound Annual Growth Rate
  • Stdev = Annualized standard deviation of monthly returns
  • Sharpe and Sortino ratios are calculated and annualized from monthly excess returns over the risk free rate (1-month treasury bill)
  • Stock market correlation is based on the correlation of monthly returns
  • Drawdowns are calculated based on monthly returns excluding cashflows
  • Refer to the FAQ regarding the list of data sources and methodology for additional details
Annual returns for the timing portfolio and various benchmark portfolios
YearInflationReturnBalanceSPDR S&P 500 ETF (SPY)iShares 7-10 Year Treasury Bond ETF (IEF)
Timing PortfolioBuy & Hold PortfolioTiming PortfolioBuy & Hold Portfolio
20053.42%4.83%4.83%$10,483$10,4834.83%2.64%
20062.54%15.85%15.85%$12,144$12,14415.85%2.52%
20074.08%5.14%5.14%$12,768$12,7685.14%10.37%
20080.09%17.91%-36.81%$15,054$8,068-36.81%17.91%
20092.72%14.84%26.36%$17,288$10,19526.36%-6.59%
20101.50%17.31%15.06%$20,280$11,73015.06%9.37%
20112.96%1.55%1.89%$20,594$11,9521.89%15.64%
20121.74%15.99%15.99%$23,887$13,86315.99%3.66%
20131.50%32.31%32.31%$31,605$18,34232.31%-6.09%
20140.76%13.46%13.46%$35,860$20,81113.46%9.07%
20150.73%-3.36%1.25%$34,655$21,0721.25%1.51%
20162.07%15.84%12.00%$40,145$23,60112.00%1.00%
20172.11%21.70%21.70%$48,857$28,72221.70%2.55%
20181.91%-5.05%-4.56%$46,390$27,413-4.56%0.99%
20192.12%2.31%20.40%$47,460$33,00620.40%9.59%
Annual returns for 2019 are based on partial year data
Monthly returns for the timing portfolio and various benchmark portfolios
YearMonthReturnBalanceSPDR S&P 500 ETF (SPY)iShares 7-10 Year Treasury Bond ETF (IEF)
Timing PortfolioBuy & Hold PortfolioTiming PortfolioBuy & Hold Portfolio
20051-2.24%-2.24%$9,776$9,776-2.24%0.87%
200522.09%2.09%$9,980$9,9802.09%-1.37%
20053-1.83%-1.83%$9,798$9,798-1.83%-0.40%
20054-1.87%-1.87%$9,614$9,614-1.87%2.52%
200553.22%3.22%$9,924$9,9243.22%1.84%
200560.15%0.15%$9,939$9,9390.15%0.48%
200573.83%3.83%$10,319$10,3193.83%-2.18%
20058-0.94%-0.94%$10,222$10,222-0.94%2.00%
200590.80%0.80%$10,304$10,3040.80%-1.75%
200510-2.37%-2.37%$10,060$10,060-2.37%-1.24%
2005114.40%4.40%$10,503$10,5034.40%0.63%
200512-0.19%-0.19%$10,483$10,483-0.19%1.37%
200612.40%2.40%$10,734$10,7342.40%-0.70%
200620.57%0.57%$10,796$10,7960.57%-0.10%
200631.65%1.65%$10,974$10,9741.65%-1.36%
200641.26%1.26%$11,113$11,1131.26%-0.63%
20065-3.01%-3.01%$10,778$10,778-3.01%-0.10%
200660.26%0.26%$10,806$10,8060.26%0.23%
200670.45%0.45%$10,855$10,8550.45%1.68%
200682.18%2.18%$11,092$11,0922.18%1.76%
200692.70%2.70%$11,391$11,3912.70%1.21%
2006103.15%3.15%$11,750$11,7503.15%0.54%
2006111.99%1.99%$11,984$11,9841.99%1.31%
2006121.34%1.34%$12,144$12,1441.34%-1.28%
200711.50%1.50%$12,327$12,3271.50%-0.40%
20072-1.96%-1.96%$12,085$12,085-1.96%2.06%
200731.16%1.16%$12,225$12,2251.16%-0.14%
200744.43%4.43%$12,766$12,7664.43%0.61%
200753.39%3.39%$13,199$13,1993.39%-1.39%
20076-1.46%-1.46%$13,006$13,006-1.46%-0.47%
20077-3.13%-3.13%$12,599$12,599-3.13%2.26%
200781.28%1.28%$12,761$12,7611.28%2.26%
200793.87%3.87%$13,254$13,2543.87%0.09%
2007101.36%1.36%$13,434$13,4341.36%1.08%
200711-3.87%-3.87%$12,914$12,914-3.87%4.04%
200712-1.13%-1.13%$12,768$12,768-1.13%0.05%
200813.36%-6.05%$13,196$11,996-6.05%3.36%
200821.24%-2.58%$13,359$11,686-2.58%1.24%
200831.34%-0.90%$13,538$11,580-0.90%1.34%
20084-2.41%4.77%$13,211$12,1324.77%-2.41%
20085-1.78%1.51%$12,976$12,3151.51%-1.78%
200861.14%-8.35%$13,125$11,287-8.35%1.14%
200870.72%-0.90%$13,220$11,186-0.90%0.72%
200881.53%1.55%$13,421$11,3581.55%1.53%
20089-0.14%-9.44%$13,402$10,287-9.44%-0.14%
200810-0.87%-16.52%$13,286$8,587-16.52%-0.87%
2008117.75%-6.96%$14,316$7,990-6.96%7.75%
2008125.15%0.98%$15,054$8,0680.98%5.15%
20091-3.89%-8.21%$14,469$7,406-8.21%-3.89%
20092-0.74%-10.74%$14,362$6,610-10.74%-0.74%
200933.31%8.35%$14,838$7,1628.35%3.31%
20094-2.75%9.93%$14,430$7,8739.93%-2.75%
20095-2.08%5.85%$14,131$8,3335.85%-2.08%
20096-0.07%-0.07%$14,121$8,328-0.07%-0.55%
200977.46%7.46%$15,174$8,9497.46%0.83%
200983.69%3.69%$15,735$9,2803.69%0.77%
200993.55%3.55%$16,293$9,6093.55%1.12%
200910-1.92%-1.92%$15,980$9,424-1.92%-0.14%
2009116.16%6.16%$16,964$10,0056.16%2.02%
2009121.91%1.91%$17,288$10,1951.91%-4.40%
20101-3.63%-3.63%$16,659$9,825-3.63%2.37%
201023.12%3.12%$17,179$10,1313.12%0.33%
201036.09%6.09%$18,225$10,7486.09%-1.06%
201041.55%1.55%$18,507$10,9151.55%1.65%
20105-7.95%-7.95%$17,037$10,047-7.95%2.93%
201063.05%-5.17%$17,556$9,527-5.17%3.05%
201070.91%6.83%$17,716$10,1786.83%0.91%
201083.36%-4.50%$18,310$9,720-4.50%3.36%
20109-0.00%8.96%$18,310$10,5918.96%-0.00%
2010103.82%3.82%$19,010$10,9953.82%-0.01%
2010110.00%0.00%$19,010$10,9950.00%-0.90%
2010126.68%6.68%$20,280$11,7306.68%-3.43%
201112.33%2.33%$20,753$12,0042.33%-0.02%
201123.47%3.47%$21,474$12,4213.47%-0.21%
201130.01%0.01%$21,476$12,4220.01%-0.15%
201142.90%2.90%$22,098$12,7822.90%1.84%
20115-1.12%-1.12%$21,850$12,638-1.12%2.51%
20116-1.69%-1.69%$21,481$12,425-1.69%-0.51%
20117-2.00%-2.00%$21,052$12,176-2.00%3.17%
20118-5.50%-5.50%$19,894$11,507-5.50%4.65%
201192.24%-6.94%$20,339$10,708-6.94%2.24%
201110-1.29%10.91%$20,077$11,87710.91%-1.29%
2011110.58%-0.41%$20,193$11,828-0.41%0.58%
2011121.99%1.04%$20,594$11,9521.04%1.99%
201214.64%4.64%$21,549$12,5064.64%0.86%
201224.34%4.34%$22,485$13,0494.34%-1.10%
201233.22%3.22%$23,208$13,4693.22%-1.59%
20124-0.67%-0.67%$23,053$13,379-0.67%2.51%
20125-6.01%-6.01%$21,668$12,575-6.01%2.87%
201264.05%4.05%$22,546$13,0854.05%-0.42%
201271.18%1.18%$22,813$13,2401.18%1.40%
201282.51%2.51%$23,385$13,5712.51%-0.12%
201292.54%2.54%$23,978$13,9152.54%-0.35%
201210-1.82%-1.82%$23,541$13,662-1.82%-0.40%
2012110.57%0.57%$23,674$13,7390.57%0.98%
2012120.90%0.90%$23,887$13,8630.90%-0.94%
201315.12%5.12%$25,110$14,5735.12%-1.29%
201321.28%1.28%$25,431$14,7591.28%1.13%
201333.80%3.80%$26,396$15,3193.80%0.29%
201341.92%1.92%$26,904$15,6141.92%1.52%
201352.36%2.36%$27,539$15,9822.36%-3.11%
20136-1.34%-1.34%$27,171$15,769-1.34%-2.55%
201375.17%5.17%$28,575$16,5845.17%-0.35%
20138-3.00%-3.00%$27,718$16,086-3.00%-1.42%
201393.17%3.17%$28,596$16,5963.17%1.85%
2013104.63%4.63%$29,920$17,3644.63%0.78%
2013112.96%2.96%$30,807$17,8792.96%-0.88%
2013122.59%2.59%$31,605$18,3422.59%-2.09%
20141-3.52%-3.52%$30,491$17,695-3.52%3.06%
201424.55%4.55%$31,879$18,5014.55%0.36%
201430.83%0.83%$32,144$18,6550.83%-0.56%
201440.70%0.70%$32,367$18,7840.70%0.76%
201452.32%2.32%$33,118$19,2202.32%1.82%
201462.06%2.06%$33,801$19,6172.06%-0.22%
20147-1.34%-1.34%$33,347$19,353-1.34%-0.22%
201483.95%3.95%$34,663$20,1173.95%1.88%
20149-1.38%-1.38%$34,185$19,839-1.38%-1.05%
2014102.36%2.36%$34,990$20,3072.36%1.53%
2014112.75%2.75%$35,952$20,8652.75%1.29%
201412-0.26%-0.26%$35,860$20,811-0.26%0.13%
20151-2.96%-2.96%$34,797$20,195-2.96%4.30%
201525.62%5.62%$36,753$21,3305.62%-2.47%
20153-1.57%-1.57%$36,174$20,994-1.57%0.86%
201540.98%0.98%$36,530$21,2000.98%-0.63%
201551.29%1.29%$36,999$21,4731.29%-0.42%
20156-2.03%-2.03%$36,249$21,037-2.03%-1.63%
201572.26%2.26%$37,068$21,5122.26%1.52%
20158-6.10%-6.10%$34,808$20,201-6.10%0.08%
201591.58%-2.54%$35,358$19,687-2.54%1.58%
201510-0.64%8.51%$35,133$21,3628.51%-0.64%
2015110.37%0.37%$35,261$21,4400.37%-0.43%
201512-1.72%-1.72%$34,655$21,072-1.72%-0.45%
201613.33%-4.98%$35,811$20,023-4.98%3.33%
201621.49%-0.08%$36,343$20,006-0.08%1.49%
20163-0.06%6.72%$36,319$21,3516.72%-0.06%
201640.39%0.39%$36,462$21,4360.39%-0.16%
201651.70%1.70%$37,083$21,8001.70%-0.10%
201660.35%0.35%$37,212$21,8760.35%3.09%
201673.65%3.65%$38,569$22,6743.65%0.25%
201680.12%0.12%$38,616$22,7010.12%-1.01%
201690.01%0.01%$38,619$22,7030.01%0.24%
201610-1.73%-1.73%$37,949$22,310-1.73%-1.49%
2016113.68%3.68%$39,347$23,1313.68%-4.23%
2016122.03%2.03%$40,145$23,6012.03%-0.12%
201711.79%1.79%$40,863$24,0231.79%0.22%
201723.93%3.93%$42,469$24,9673.93%0.72%
201730.13%0.13%$42,522$24,9980.13%0.08%
201740.99%0.99%$42,945$25,2460.99%1.11%
201751.41%1.41%$43,551$25,6031.41%0.83%
201760.64%0.64%$43,828$25,7660.64%-0.51%
201772.06%2.06%$44,729$26,2952.06%0.38%
201780.29%0.29%$44,860$26,3720.29%1.46%
201792.01%2.01%$45,763$26,9032.01%-1.44%
2017102.36%2.36%$46,842$27,5372.36%-0.19%
2017113.06%3.06%$48,273$28,3793.06%-0.28%
2017121.21%1.21%$48,857$28,7221.21%0.18%
201815.64%5.64%$51,610$30,3415.64%-2.15%
20182-3.64%-3.64%$49,734$29,238-3.64%-0.93%
20183-2.74%-2.74%$48,370$28,436-2.74%1.16%
201840.52%0.52%$48,620$28,5830.52%-1.28%
201852.43%2.43%$49,802$29,2782.43%0.99%
201860.58%0.58%$50,089$29,4460.58%0.20%
201873.70%3.70%$51,944$30,5373.70%-0.53%
201883.19%3.19%$53,602$31,5123.19%1.01%
201890.59%0.59%$53,921$31,6990.59%-1.20%
201810-6.91%-6.91%$50,195$29,509-6.91%-0.30%
2018111.33%1.85%$50,863$30,0561.85%1.33%
201812-8.79%-8.79%$46,390$27,413-8.79%2.80%
201910.65%8.01%$46,693$29,6088.01%0.65%
20192-0.52%3.24%$46,448$30,5683.24%-0.52%
201931.81%1.81%$47,288$31,1201.81%2.66%
201944.09%4.09%$49,219$32,3924.09%-0.52%
20195-6.38%-6.38%$46,081$30,326-6.38%3.05%
201961.22%6.96%$46,641$32,4376.96%1.22%
201971.51%1.51%$47,346$32,9271.51%0.04%
20198-1.67%-1.67%$46,554$32,376-1.67%3.95%
201991.95%1.95%$47,460$33,0061.95%-1.19%
Portfolio return and risk metrics
MetricTiming PortfolioBuy & Hold Portfolio
Arithmetic Mean (monthly)0.92%0.76%
Arithmetic Mean (annualized)11.67%9.48%
Geometric Mean (monthly)0.88%0.68%
Geometric Mean (annualized)11.14%8.43%
Volatility (monthly)2.84%4.00%
Volatility (annualized)9.85%13.87%
Downside Deviation (monthly)1.73%2.74%
Max. Drawdown-14.54%-50.80%
US Market Correlation0.551.00
Beta(*)0.380.96
Alpha (annualized)7.58%0.18%
R230.48%99.23%
Sharpe Ratio0.990.56
Sortino Ratio1.590.81
Treynor Ratio (%)25.938.14
Calmar Ratio0.490.98
Active Return2.60%-0.10%
Tracking Error12.12%1.33%
Information Ratio0.21-0.08
Skewness-0.61-0.76
Excess Kurtosis0.921.96
Historical Value-at-Risk (5%)-3.87%-6.95%
Analytical Value-at-Risk (5%)-3.75%-5.83%
Conditional Value-at-Risk (5%)-6.44%-9.62%
Upside Capture Ratio (%)68.8996.62
Downside Capture Ratio (%)42.2896.48
Safe Withdrawal Rate12.95%8.79%
Perpetual Withdrawal Rate8.60%6.20%
Positive Periods122 out of 177 (68.93%)118 out of 177 (66.67%)
Gain/Loss Ratio1.000.81
* US stock market is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.

Drawdowns for Historical Market Stress Periods

Drawdowns for Historical Market Stress Periods
Stress PeriodStartEndTiming PortfolioBuy & Hold Portfolio
Subprime CrisisNov 2007Mar 2009-4.96%-50.80%

Drawdowns for Timing Portfolio

Drawdowns for Timing Portfolio (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Oct 2018May 20198 months-14.54%
2May 2011Aug 20114 monthsFeb 20126 months10 months-9.97%
3May 2010May 20101 monthOct 20105 months6 months-7.95%
4Apr 2012May 20122 monthsAug 20123 months5 months-6.63%
5Aug 2015Dec 20155 monthsMay 20165 months10 months-6.51%
6Feb 2018Mar 20182 monthsJul 20184 months6 months-6.28%
7Jan 2009Jun 20096 monthsJul 20091 month7 months-6.20%
8Nov 2007Dec 20072 monthsMar 20083 months5 months-4.96%
9Jun 2007Jul 20072 monthsSep 20072 months4 months-4.55%
10Apr 2008May 20082 monthsNov 20086 months8 months-4.15%
Worst 10 drawdowns included above

Drawdowns for Buy & Hold Portfolio

Drawdowns for Buy & Hold Portfolio (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsMar 20123 years 1 month4 years 5 months-50.80%
2Oct 2018Dec 20183 monthsApr 20194 months7 months-13.52%
3Aug 2015Sep 20152 monthsMay 20168 months10 months-8.48%
4Apr 2012May 20122 monthsAug 20123 months5 months-6.63%
5May 2019May 20191 monthJun 20191 month2 months-6.38%
6Feb 2018Mar 20182 monthsJul 20184 months6 months-6.28%
7Jun 2007Jul 20072 monthsSep 20072 months4 months-4.55%
8Jan 2005Apr 20054 monthsJul 20053 months7 months-3.86%
9Jan 2014Jan 20141 monthFeb 20141 month2 months-3.52%
10Dec 2014Jan 20152 monthsFeb 20151 month3 months-3.21%
Worst 10 drawdowns included above
Rolling returns summary
Roll PeriodTiming PortfolioBuy & Hold Portfolio
AverageHighLowAverageHighLow
1 year12.02%32.31%-5.05%8.89%32.31%-36.81%
3 years12.64%20.31%8.30%8.09%20.31%-8.36%
5 years13.08%15.99%7.98%8.83%17.85%-0.32%
7 years13.13%15.90%10.87%9.20%14.70%2.58%
10 years13.06%14.36%11.91%8.63%13.01%6.87%
Result statistics are based on annualized rolling returns over full calendar year periods
Timing periods and related holdings for the timing portfolio
#StartEndMonthsAssetsAsset PerformanceTiming PortfolioBuy & Hold Portfolio
1Jan 2005Dec 200736100.00% SPDR S&P 500 ETF (SPY)SPY: 27.68%27.68%27.68%
2Jan 2008May 200917100.00% iShares 7-10 Year Treasury Bond ETF (IEF)IEF: 10.68%10.68%-34.73%
3Jun 2009May 201012100.00% SPDR S&P 500 ETF (SPY)SPY: 20.57%20.57%20.57%
4Jun 2010Sep 20104100.00% iShares 7-10 Year Treasury Bond ETF (IEF)IEF: 7.47%7.47%5.41%
5Oct 2010Aug 201111100.00% SPDR S&P 500 ETF (SPY)SPY: 8.65%8.65%8.65%
6Sep 2011Dec 20114100.00% iShares 7-10 Year Treasury Bond ETF (IEF)IEF: 3.52%3.52%3.87%
7Jan 2012Aug 201544100.00% SPDR S&P 500 ETF (SPY)SPY: 69.02%69.02%69.02%
8Sep 2015Oct 20152100.00% iShares 7-10 Year Treasury Bond ETF (IEF)IEF: 0.93%0.93%5.75%
9Nov 2015Dec 20152100.00% SPDR S&P 500 ETF (SPY)SPY: -1.36%-1.36%-1.36%
10Jan 2016Mar 20163100.00% iShares 7-10 Year Treasury Bond ETF (IEF)IEF: 4.80%4.80%1.33%
11Apr 2016Oct 201831100.00% SPDR S&P 500 ETF (SPY)SPY: 38.21%38.21%38.21%
12Nov 2018Nov 20181100.00% iShares 7-10 Year Treasury Bond ETF (IEF)IEF: 1.33%1.33%1.85%
13Dec 2018Dec 20181100.00% SPDR S&P 500 ETF (SPY)SPY: -8.79%-8.79%-8.79%
14Jan 2019Feb 20192100.00% iShares 7-10 Year Treasury Bond ETF (IEF)IEF: 0.12%0.12%11.51%
15Mar 2019May 20193100.00% SPDR S&P 500 ETF (SPY)SPY: -0.79%-0.79%-0.79%
16Jun 2019Jun 20191100.00% iShares 7-10 Year Treasury Bond ETF (IEF)IEF: 1.22%1.22%6.96%
17Jul 2019Sep 20193100.00% SPDR S&P 500 ETF (SPY)SPY: 1.76%1.76%1.76%
18Oct 2019Oct 20191100.00% SPDR S&P 500 ETF (SPY)---
Next Period
Signal DateAssetsDetails
10/22/2019100.00% SPDR S&P 500 ETF (SPY)Next period predicted allocation based on market data as of 10/22/2019.
Adjusted close of SPY at $299.01 is 5.10% above its 200-day SMA at $284.50.