Here's a few very detailed and large images of statistics.
Be warned - this is nerd territory!
These are large images and will not fully show up in the default
lightbox view, thus I suggest you click on the URL's that I've
included for each image below to view the full size image, listed
below images 1-7.
I will go over this all in much greater detail in a newsletter
or video:
-
First imageshows only Sell in May - long Nov 1st - April 30th. As
well as the other 6 months.
-
2nd imageshows Sell in May but also accounts for accrued interest one
one gain each year, since your money would be in cash 6 months out
of the year - adds quite a bit to the compounded return
-
3rd imageshows Sell in May with the MACD Filter, similar to Stocktraders
Almanac, where you use the MACD to better time your entries and
exits via a MACD cross.
-
4th imageshows the same statistics from #3 but with accrued interest as
well:
-
5th imageshows the Sell in May stats with MACD filter and combines some
logic from the BPT 401K Paint Dry system -
basically a marriage of
the Sell in May with the 401K paint dry system- this also
shows accrued interest. When accrued interest is taken into
account the result is 10K from 1950 growing to 16.5M vs 990K buy
and hold
-
The 6th imageshows the BPT 401K Paint Dry system long only along with
accrued interest during cash times
- The
7th imageshows a visual chart example of buy and hold vs the 401K Paint
Dry system - you can see how the 401K basically takes away the bear
market draw downs and you get a parabolic curve
Hi Matt as always great work. One
question: When it comes April 16thdo you sell because the MACD had
cross already (way before April 16th) or do you wait for a new cross?
For example recent sell signal was with the MACD already cross and
recently MACD had cross positive, wait for a new MACD down
cross?
I will
appreciate your comments for all the members.
cuqui69- yes the way that MACD filter works, come April 21st (not
16th like you said that's for Oct early buy signals) if the MACD is
already below it's average you exit on April 21st. If it's
not then you hold until the MACD crosses below the Average, could
be a day later or weeks later in May. I know at least one
past trade was held until June.
The same goes for early buy signals - come Oct 16th if the MACD
is already above the Average you go long, if not then you wait for
it, which again could be a few days later or well into Nov, and
I've seen some delayed until Dec.
The MACD filter adds quite a bit to the totals over time because
of compounding. However the MACD is also such a simple filter
that it could be improved a lot honestly and I'm not really happy
with that. I've experimented with using an ADX and DMI
indicator along with the ATR trialing stop that looks to be a lot
better, however I have not settled on the settings yet.
Of course adding signals from the monthly 401K Paint Dry system
greatly improved the results, which just makes sense. For example
in 2009 the BPT 401K Paint Dry system flipped to green on April 1st
coming out of a deep bear market correction, so why would you exit
on April 24th for the sell in May? The decision is common
sense, you wouldn't exit for the sell in May you would simply stay
long and hold through the summer. The same thing occurred
after the tech bubble bear market bottom, don't exit in April 2003
for the sell in May but stay long. The same things also
occurred in the 1970's, 60's and 50's. Those were obvious
areas to ignore the sell in May and stay long because the 401K
system very recently flipped green.
I still have more to do but it's coming along nicely. I have to
take breaks from it because it's very tedious work
Nice work Matt. When I saw $10k as your starting point
from 1949 I checked to see what it was equivalent to in today's $s
and it turns out to be $100k which is right in line with your SPY
Pro system amount.
in answer to your question no not really, the Sell in May
combined with the 401K system wins, 10K turns into 16M, you get the
best of both worlds there
Detailed Statistics on Sell in May and Marriage of 401K Paint Dry system
Posted by matt on 1st of May 2017 at 03:01 pm
Here's a few very detailed and large images of statistics.
Be warned - this is nerd territory!
These are large images and will not fully show up in the default lightbox view, thus I suggest you click on the URL's that I've included for each image below to view the full size image, listed below images 1-7.
I will go over this all in much greater detail in a newsletter or video:
- First image shows only Sell in May - long Nov 1st - April 30th. As well as the other 6 months.
- 2nd image shows Sell in May but also accounts for accrued interest one one gain each year, since your money would be in cash 6 months out of the year - adds quite a bit to the compounded return
- 3rd image shows Sell in May with the MACD Filter, similar to Stocktraders Almanac, where you use the MACD to better time your entries and exits via a MACD cross.
- 4th image shows the same statistics from #3 but with accrued interest as well:
- 5th image shows the Sell in May stats with MACD filter and combines some logic from the BPT 401K Paint Dry system - basically a marriage of the Sell in May with the 401K paint dry system- this also shows accrued interest. When accrued interest is taken into account the result is 10K from 1950 growing to 16.5M vs 990K buy and hold
- The 6th image shows the BPT 401K Paint Dry system long only along with accrued interest during cash times
- The 7th image shows a visual chart example of buy and hold vs the 401K Paint Dry system - you can see how the 401K basically takes away the bear market draw downs and you get a parabolic curve
Hey Matt
Posted by stevieb294 on 11th of May 2017 at 01:43 pm
Do you ever sleep? (:
Hi Matt as always great
Posted by cuqui69 on 3rd of May 2017 at 10:44 am
Hi Matt as always great work. One question: When it comes April 16 th do you sell because the MACD had cross already (way before April 16 th ) or do you wait for a new cross? For example recent sell signal was with the MACD already cross and recently MACD had cross positive, wait for a new MACD down cross?
I will appreciate your comments for all the members.
Regards
cuqui69 - yes the way that
Posted by matt on 3rd of May 2017 at 11:11 am
cuqui69 - yes the way that MACD filter works, come April 21st (not 16th like you said that's for Oct early buy signals) if the MACD is already below it's average you exit on April 21st. If it's not then you hold until the MACD crosses below the Average, could be a day later or weeks later in May. I know at least one past trade was held until June.
The same goes for early buy signals - come Oct 16th if the MACD is already above the Average you go long, if not then you wait for it, which again could be a few days later or well into Nov, and I've seen some delayed until Dec.
The MACD filter adds quite a bit to the totals over time because of compounding. However the MACD is also such a simple filter that it could be improved a lot honestly and I'm not really happy with that. I've experimented with using an ADX and DMI indicator along with the ATR trialing stop that looks to be a lot better, however I have not settled on the settings yet.
Of course adding signals from the monthly 401K Paint Dry system greatly improved the results, which just makes sense. For example in 2009 the BPT 401K Paint Dry system flipped to green on April 1st coming out of a deep bear market correction, so why would you exit on April 24th for the sell in May? The decision is common sense, you wouldn't exit for the sell in May you would simply stay long and hold through the summer. The same thing occurred after the tech bubble bear market bottom, don't exit in April 2003 for the sell in May but stay long. The same things also occurred in the 1970's, 60's and 50's. Those were obvious areas to ignore the sell in May and stay long because the 401K system very recently flipped green.
I still have more to do but it's coming along nicely. I have to take breaks from it because it's very tedious work
$10k in 1949 is equivalent to $100k today
Posted by Denis on 3rd of May 2017 at 05:42 am
Nice work Matt. When I saw $10k as your starting point from 1949 I checked to see what it was equivalent to in today's $s and it turns out to be $100k which is right in line with your SPY Pro system amount.
http://www.dollartimes.com/inflation/inflation.php?amount=10000&year=1949
Cheers, Denis.
Just listened to your newsletter.
Posted by pebs on 2nd of May 2017 at 01:17 am
Just listened to your newsletter. Awesome job Matt!!
Nice job Matt!! The 401K
Posted by pmahoney on 1st of May 2017 at 07:00 pm
Nice job Matt!! The 401K system with cash invested wins, right?
thanks for the feedback guys! in
Posted by matt on 1st of May 2017 at 10:27 pm
thanks for the feedback guys!
in answer to your question no not really, the Sell in May combined with the 401K system wins, 10K turns into 16M, you get the best of both worlds there
Thanks for "nerding out" on
Posted by sbwoman on 2nd of May 2017 at 12:12 pm
Thanks for "nerding out" on all this stuff Matt, its really great!!
I believe it you start
Posted by pmahoney on 2nd of May 2017 at 09:58 am
I believe it you start both in 1962, it is very close.
Awesome work Matt. Appreciate all
Posted by goap1207 on 1st of May 2017 at 05:35 pm
Awesome work Matt. Appreciate all your time and efforts. You are a genius my friend.