Market Timing Awareness


I just wanted to post this today, because this market timing model is based on ignoring intra-month noise and only checking the signal at the close of the month (today). That way, it avoids a lot of the whipsaws that plague many timing systems, at the expense of being slower acting. Barring any massive rallies, it looks like it will flip to bearish at the close today.

Basically, it holds either SPY or IEF, based on whether SPY is above its 200-Day MA at the close of the month. I used the similar Vanguard mutual funds to be able to extend the backtest (below).

Here it is:

SPY Timing

Feel free to use or ignore. I just thought it might help give an overview of where the market is right now.