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Classic Model


Classic Model Results

This page shows the results obtained with our Classic Model signals when following the World approach or investing in the ETF for the Nasdaq 100 (QQQ) , 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 "Description" page for all implementation details.

Please click a bulleted entry below to go to the corresponding location.


All results are based on our current Classic 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. 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).

Equity Curves
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.

  Reference index:      Nasdaq 100      Russell 2000      S&P 500  
Equity chart


Annualized and Cumulative Returns

Returns since:




Yearly Returns
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 December 18, 2000.

 
Yearly returns (%)
U.S.
World
Nasdaq 100
Russell 2000
S&P 500
2015
Long & Short
-4.58
-8.23
-5.50
-10.39
Long Only
-4.58
-8.23
-5.50
-10.39
Buy & Hold
8.90
-4.83
0.82
-4.54
2014
Long & Short
17.47
-2.24
12.10
-4.89
Long Only
17.47
-2.24
12.10
-4.89
Buy & Hold
21.81
5.70
15.51
-3.22
2013
Long & Short
27.72
29.92
26.04
6.14
Long Only
27.72
29.92
26.04
6.14
Buy & Hold
32.30
35.21
29.25
10.48
2012
Long & Short
6.74
1.86
4.54
10.20
Long Only
6.74
1.86
4.54
10.20
Buy & Hold
13.47
11.30
12.04
20.58
2011
Long & Short
-24.56
-27.40
-22.23
-25.03
Long Only
-15.05
-17.72
-12.93
-15.58
Buy & Hold
2.52
-5.28
1.12
-21.18
2010
Long & Short
-8.92
-8.35
-8.25
-17.41
Long Only
-8.92
-8.35
-8.25
-17.41
Buy & Hold
19.53
26.32
14.50
7.22
2009
Long & Short
35.76
36.49
30.25
34.37
Long Only
36.76
36.49
30.25
34.37
Buy & Hold
56.59
28.95
27.14
32.91
2008
Long & Short
-0.86
-4.83
-9.75
-16.45
Long Only
-11.98
-6.76
-12.28
-20.81
Buy & Hold
-41.75
-34.05
-36.80
-54.91
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
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



Signal Returns
We provide the complete list of all signals generated by our Classic Model since December 18, 2000. It is available as a file that contains all trade dates, along with the corresponding returns.

The Signal Returns file is in CSV format and is meant to be opened with a spreadsheet program such as Excel but it can also be read by any text editor such as WordPad.


Performance with individual security
You can check how an investment vehicle of your choice (index, stock, ETF, mutual fund) would have performed when traded according to our Classic Model signals. Please enter the corresponding ticker. If you need to find a specific ticker symbol you can look it up at Yahoo! Finance.

Ticker: 
 
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