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Results
New
This page shows
the results obtained with our timing signals when following the World
approach or investing in the ETF for the Nasdaq 100 (QQQQ), the Russell
2000 (IWM) or S&P 500 (SPY).
The World
approach is based on our World ETF Ranking. With
the Long and Short strategy, it is invested in the
Top 5 ETFs during Buy
signals and short the Nasdaq 100 during Sell
signals. The Long Only strategy also invests in the
Top 5 ETFs during Buy
signals, but goes to cash during Sells.
By contrast, the Buy and Rebalance strategy ignores
the timing signals altogether and stays fully invested in the Top
5 ETFs. Because it is similar in concept to the Buy and Hold approach
for a single ETF, it is refered to as such on this page for comparison
purposes.
World results below are for our sample 5-ETF portfolio
that was started on December 18, 2000 and rebalanced
every 4 weeks according to the implementation guidelines for each
strategy. Please refer to the "Our Service" page
for all implementation details.
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All
results are based on our current timing Model, which went into
effect on July 14, 2006. Returns prior to that
date are backtested. Results for all "live" TimingCube signals
since June 18, 2001 can be found on the "Trades
History" page. Our World ETF Ranking was
introduced on September 15, 2006. Returns for
the World approach are live since then and
backtested before. Our calculations do not include commission
costs, margin costs or taxes. All dates below are trade dates,
meaning that the corresponding signal was issued on the previous
day, after the market close. Calculations assume all trades
are placed at market open on the trade date. When in cash, during
Cash signals, or
Sell signals for the
Long Only strategy, calculations assume a 0%
return (returns would be greater using a money market fund instead
of cash). |
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Equity Curves |
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The chart below compares the growth of $10,000 invested with
the World Long and Short strategy versus $10,000
invested in one of the US index ETFs since 2001. |
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Annualized and Cumulative Returns |
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Yearly Returns |
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| Below
are the yearly returns for each strategy since 2001. You can
also display detailed statistics regarding
the World strategies and access the historical
World ETF Rankings since 12/18/2000. |
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Yearly
returns (%)
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U.S. |
World |
Nasdaq
100 |
Russell
2000 |
S&P
500 |
2009 |
Long
& Short |
35.06 |
34.69 |
29.18 |
31.06 |
Long
Only |
35.06 |
34.69 |
29.18 |
31.06 |
Buy
& Hold |
54.61 |
27.19 |
26.06 |
29.66 |
2008
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Long
& Short |
-7.14 |
-4.83 |
-9.75 |
-16.45 |
Long
Only |
-11.98 |
-6.76 |
-12.28 |
-20.81 |
Buy
& Hold |
-41.75 |
-34.05 |
-36.79 |
-55.56 |
2007 |
Long
& Short |
-3.94 |
-23.03 |
-9.81 |
1.68 |
Long
Only |
2.89 |
-15.48 |
-5.88 |
8.91 |
Buy
& Hold |
18.31 |
-2.61 |
4.91 |
32.53 |
2006
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Long
& Short |
24.84 |
37.12 |
20.29 |
55.19 |
Long
Only |
13.03 |
25.95 |
15.27 |
40.52 |
Buy
& Hold |
7.26 |
18.40 |
15.09 |
31.93 |
2005 |
Long
& Short |
22.28 |
20.01 |
9.59 |
50.27 |
Long
Only |
12.01 |
12.33 |
7.19 |
37.65 |
Buy
& Hold |
1.74 |
4.66 |
4.80 |
32.11 |
2004 |
Long
& Short |
23.54 |
34.72 |
16.01 |
40.31 |
Long
Only |
17.01 |
26.43 |
13.43 |
32.89 |
Buy
& Hold |
10.41 |
18.28 |
10.87 |
30.67 |
2003 |
Long
& Short |
50.27 |
74.29 |
48.40 |
67.26 |
Long
Only |
49.33 |
60.67 |
38.10 |
66.21 |
Buy
& Hold |
48.39 |
47.05 |
27.80 |
55.26 |
2002 |
Long
& Short |
57.75 |
26.93 |
23.26 |
46.77 |
Long
Only |
6.61 |
4.33 |
1.05 |
-0.82 |
Buy
& Hold |
-37.55 |
-20.25 |
-21.58 |
-11.13 |
2001 |
Long
& Short |
113.26 |
67.56 |
39.68 |
94.86 |
Long
Only |
30.59 |
33.04 |
12.28 |
19.33 |
Buy
& Hold |
-32.43 |
2.55 |
-11.98 |
-3.09 |
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Signal Returns |
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| Below
are the returns for each individual signal when following the
Long and Short strategy, which involves holding
a short position during Sell
signals. With the Long Only strategy, we are
in cash during Sell
signals and the corresponding return is therefore 0%. |
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Performance with individual security |
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| You
can check how an investment vehicle of your choice (index,
stock, ETF, mutual fund) would have performed when traded
according to our timing signals. Please enter the corresponding
ticker. If you need to find a specific ticker symbol you
can look it up at Yahoo!
Finance. |
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