decision moose market timing
Download
Skip this Video
Download Presentation
Decision Moose Market Timing

Loading in 2 Seconds...

play fullscreen
1 / 5

Decision Moose Market Timing - PowerPoint PPT Presentation


  • 92 Views
  • Uploaded on

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.   

loader
I am the owner, or an agent authorized to act on behalf of the owner, of the copyrighted work described.
capcha
Download Presentation

PowerPoint Slideshow about ' Decision Moose Market Timing' - kane-hebert


An Image/Link below is provided (as is) to download presentation

Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author.While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server.


- - - - - - - - - - - - - - - - - - - - - - - - - - E N D - - - - - - - - - - - - - - - - - - - - - - - - - -
Presentation Transcript
decision moose market timing

Decision MooseMarket Timing

Orvis Adams

AAII Los Angeles Chapter

5/19/07

market timing with decision moose
MARKET TIMING WITH DECISION MOOSE

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

decision moose vs s p 500
Decision Moose Vs. S&P 500

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%

moose performance
Moose Performance

Switches: 46 over 11 Years or 4 per year

Wins: 42 Losses: 4

Win Percentage: 91

Max Drawdown: -5%

methodology
Methodology

Moose selects his current holding from one of nine asset classes, as follows:

  • Latin America Index (ILF)
  • Pacific, ex Japan, (EPP)
  • Europe (IEV)
  • Cash (3-Month T-Bill)
  • US Large–cap Equity Index (SPY)
  • US Small-cap Equity Index (IWM)
  • Gold Bullion (GLD)
  • Japan Equity Index (EWJ)
  • Long Zero Coupon Treasury Bonds (BTTRX)

Get Moose at:

http://www.decisionmoose.com/default.asp

ad