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Decision Moose Market Timing

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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Decision Moose Market Timing

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  1. Decision MooseMarket Timing Orvis Adams AAII Los Angeles Chapter 5/19/07

  2. 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

  3. 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%

  4. Moose Performance Switches: 46 over 11 Years or 4 per year Wins: 42 Losses: 4 Win Percentage: 91 Max Drawdown: -5%

  5. 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

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