Decision Moose Market Timing. Orvis Adams AAII Los Angeles Chapter 5/19/07. MARKET TIMING WITH DECISION MOOSE. A proprietary asset allocation and market timing model provided to internet users for free by William Dirlam.
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AAII Los Angeles Chapter
A proprietary asset allocation and market timing model provided to internet users for free by William Dirlam.
Tracks Index Moose, an automated market timing mechanism developed in 1989. Updated weekly, Index Moose relies on technical analysis to time exchange traded index funds (ETFs). It has two objectives.
First-- to consistently outperform financial market averages.
Second—Minimize Risk – Sharpe Ratio > S&P500
Time Period Moose S&P 500
10 Yrs` 1869% (32%/yr) 112% (7.8%/yr)
5 Yrs 415% (26%/yr) 32% (5.7%/yr)
2004 55% 11%
2005 14% 4.8%
2006 29% 16%
2007 9.2% 6.8%
Switches: 46 over 11 Years or 4 per year
Wins: 42 Losses: 4
Win Percentage: 91
Max Drawdown: -5%
Moose selects his current holding from one of nine asset classes, as follows:
Get Moose at: