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Market Timing

Saturday, April 02 2016


We have spent the last 15 months developing what has turned out to be some of the very best models on the market today. We call this version of our models the "Blaster Series".  Even though we added many new algorithms that would make our models better, the main contribution is how we now handle "flat markets" (aka, sideways trading patterns, consolidation patterns, etc.).  Call them what you will, but they wreak havoc on all types of timing models; partially because they are "trendless" and partially because these types of markets can change direction so frequently (every few days), that timing models available on the market today usually get whipsawed when trying to follow these patterns.

Therefore, we added new code in our MIPS models to successfully deal with:
  (a) low volatility markets that "wiggle" either in a flat or very slow growing/degrading trend (2005),
  (b) high volatility markets that shoot up/down in big cycles, and end up where they started (2011),
  (c) high volatility markets that trade in a "very tight trading range" of plus/minus 3-5% and change
       direction very frequently (like every 4-7 days, as in the first 8 months of 2015).

The results are a developer's dream:
Our tests of the new models show that, compared to the performance when we started developing this new series, 

   1) the CAGR of the Blaster models are 30-50% higher,
   2) the Maximum Drawdowns have been reduced by about 35%, and
   3) the average number of annual trades are about the same as, or a little less than, before.

Below are the names that we will use going forward to distinguish between the new MIPS "Blaster Series" models and the names of the prior models from which they came.
Pre-Blaster Models        Blaster Models
MIPS1                             No new model
MIPS2                             MIPS22
MIPS3                             MIPS33
MIPS4                             MIPS44
MIPS/Nitro                      MIPS/Nitro5

                                                                       Blaster Performance:


Posted by: Dr. G. Paul Distefano AT 04:46 pm   |  Permalink   |  Email

MIPS Timing Systems
P.O. Box 925214
Houston, TX  77292

An affordable and efficient stock market timing tool. Contact MIPS
281-251-MIPS (6477)