Investment Timing Software Results

Online Analyzer Using Default Settings

The table below shows a step by step back study of S&P 500 Index data using default chart settings the results from which can be compared to a buy and hold investment approach. The ten year time frame is from January 2003 through December 2012.

The PWA S&P 500 Index chart settings are:

  • Centered moving average = 63 days.
  • Inner band setting = 30
  • Outer band setting = 40
  • Results
  • Decision Keys
Year Date Buy Sell Points Gain or Loss % Gain or Loss Dollar Amount Annual % Growth
Starting $           10,000  
2003 2/12 834          
  3/21   895 61 7.3% 10,731  
  4/16 879          
  6/18   1010 131 14.9% 12,331 23.3%
2004 3/23 1093          
  11/12   1184 91 8.3% 13,357 8.3%
2005 4/20 1137          
  5/27   1198 61 5.4% 14,074  
  10/18 1178          
  11/21   1254 76 6.5% 14,982 12.2%
2006 6/19 1240          
  10/13   1365 125 10.1% 16,492 10.1%
2007 3/13 1377          
  4/16   1468 91 6.6% 17,582  
  8/3 1450          
  10/1   1547 97 6.7% 18,758  
  11/19 1433          
  12/10   1515 82 5.7% 19,832 20.2%
2008 1/22 1310          
  5/1   1409 99 7.6% 21,331  
  6/18 1337          
  7/2   1261 -76 -5.7% 20,118 1.4%
  11/21 800          
2009 1/8   909 109 13.6% 22,859  
  3/10 719          
  5/11   909 190 26.4% 28,900  
  7/10 879          
  8/4   1005 126 14.3% 33,042  
  10/30 1035          
  11/16   1109 74 7.1% 35,405 76.0%
2010 2/5 1066          
  3/18   1165 99 9.3% 38,693  
  5/25 1074          
  8/10   1121 47 4.4% 40,386  
  8/30 1048          
  9/27   1142 94 9.0% 44,009 24.3%
2011 3/17 1273          
  5/2   1361 88 6.9% 47,051  
  6/15 1270          
  7/25   1337 67 5.3% 49,533  
  8/11 1172          
  9/19   1204 32 2.7% 50,885  
  10/5 1144          
  10/18   1225 81 7.0% 54,488  
  11/28 1192          
  12/29   1263 71 6.0% 57,734 31.2%
2012 22-May 1316          
  5-Jul   1367 51 3.9% 59,971  
  16-Nov 1359          
  20-Dec   1443 84 6.2% 63,678 10.3%
Year Date Buy Sell Dollar Amount MACD
Status
Other Decision Keys
Starting $       10,000    
2003 2/12 834     Flat Dark green buy band
  3/21   895 10,731   Deep into sell band, take profit
  4/16 879       Trend turning up, buy on dip
  6/18   1010 12,331 Flat Dark red sell band
2004 3/23 1093     Flat Dark green
  11/12   1184 13,357 Flat Dark red sell band
2005 4/20 1137       Dark green
  5/27   1198 14,074 Flat Orange sell band
  10/18 1178     Flat Green buy band
  11/21   1254 14,982 Flat Dark red sell band
2006 6/19 1240     Flat Green buy band
  10/13   1365 16,492 Flat Orange sell band
2007 3/13 1377     Converge  
  4/16   1468 17,582 Flat Dark red sell band
  8/3 1450     Flat Dark green buy band
  10/1   1547 18,758 Converge Dark red sell band
  11/19 1433     Converge Dark green buy band
  12/10   1515 19,832   Trend turning down, take profit
2008 1/22 1310       Deep into green buy band
  5/1   1409 21,331 Converge Dark red sell band
  6/18 1337     Converge Dark green buy band
  7/2   1261 20,118   Stopped out, trend steep, wait
  11/21 800       Steep trend easing, Dark green
2009 1/8   909 22,859 Flat Orange sell band
  3/10 719     Flat Dark green buy band
  5/11   909 28,900 Flat Dark red sell band
  7/10 879       In buy band, trend is up
  8/4   1005 33,042 Flat Dark red sell band
  10/30 1035       In buy band, trend is up
  11/16   1109 35,405 Flat Orange sell band
2010 2/5 1066     Flat Dark green buy band
  3/18   1165 38,693 Flat Dark red sell band
  5/25 1074       Deep into buy band, 6 days
  8/10   1121 40,386 Flat Orange sell band
  8/30 1048       Dark green buy band, trend is up
  9/27   1142 44,009 Flat Dark red sell band
2011 3/17 1273        
  5/2   1361 47,051 Flat Price leaves red for orange
  6/15 1270     Flat  
  7/25   1337 49,533   Price leaves red for orange
  8/11 1172        
  9/19   1204 50,885 Flat  
  10/5 1144     Flat Price leaves buy bands
  10/18   1225 54,488 Flat  
  11/28 1192     Flat  
  12/29   1263 57,734 Flat  
2012 5/22 1316     Converge  
  7/5   1367 59,971 Flat  
  11/16 1359     Flat Deep into Dark Green
  12/20   1443 63,678   Level = last rally

To see all data in .pdf format click here

With default settings the Online Analyzer produced the following results:

  • There were 25 switch cycles consisting of one buy and one sell.
  • There was one losing trade when we were "stopped out" using a 5% below purchase stop level for -5.6%.
  • The total value at the study end was $63,678 representing 6.37 times the initial investment and a 537% return.

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