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Dear ;
I wanted to let you know that SPYMASTER, my quantitative model that trades the S&P 500, which has been on the Internet now for about two years, is now available as SPYMASTER II.
Unlike the original, SPYM II integrates a new medium-term Bull/Bear Phase Indicator with the short-term signal.
There are two model portfolios. One just goes long SPY; the other goes long and short.
While past performance does not guarantee future performance, some interesting statistics over the past 15 year study period are:
S&P 500:
- excluding dividends has had a compound annual return of 4.3%
SPYMASTER II Long only model:
- has been out of the market 48% of the time and
- produced a compound annual rate of return of 11.2%
- with a standard deviation of returns 1/3 less than the bought and held S&P
SPYMASTER II Long and short model:
- has been out of the market 29% of the time and
- produced a compound annual rate of return of 16%.
I invite you to click here to look at the website where much more detail is available. The latest issue is shown below. Would love to have you subscribe should you think this might help your investment activity.
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