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BSM MACD
Overview

This shows the results of a simple market timing strategy called "The Best Six Months" strategy with optimized buy date of October 16th and sell date of April 20th further enhanced by Sy Harding with incorporation of the MACD. A buy signal is achieved on October 16th if the MACD is positive (or at the first date after October 16th when the MACD signal turns positive) and sell signal is achieved on April 20th of the following year if the MACD is negative (or as soon as the MACD signal turns negative).   Intermediate MACD signals are ignored.  Two portfolios are shown, one for the Nasdaq Powershares ETF (QQQQ) and one for the SPDR S&P ETF (SPY).

This is the same strategy followed on the "Strategies" page under "Seasonal Strategy".


Portfolio Equity

The chart below is for the Nasdaq Powershares ETF (QQQQ).



The chart below is for the SPDR S&P ETF (SPY).



Drawdown

The chart below is for the Nasdaq Powershares ETF (QQQQ).



The chart below is for the SPDR S&P ETF (SPY).



Trade History



Trade Profitibility

The chart below is for the Nasdaq Powershares ETF (QQQQ).



The chart below is for the SPDR S&P ETF (SPY).



Statistics

The table below is for the Nasdaq Powershares ETF (QQQQ).



The table below is for the SPDR S&P ETF (SPY).

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