Market Timing

March 18, 2012

This article dated October 7, 2011 by CXO Advisory shows the diminishing outperformance that the Moose has shown over the SPY (particularly over the last five years):

 

http://www.cxoadvisory.com/2663/economic-indicators/the-decision-moose-asset-allocation-framework/

 

   Moreover, I have found this methodology particularly hard to implement as a practical matter. As such, I have gone mostly to a long term strategic balanced allocation based upon some indexing (i.e. VT, VB, VSS). In addition, I have a healthy amount allocated to Berkshire(BRK-B) and the Wellington fund(VWELX) on the domestic side and Emerging Markets (VWO) on the foreign side with some allocation to energy(VDE) and metals(Vanguard Precious Metals & Mining Fund). I have smaller positions in Intermediate Corporate Bonds (VCIT) and Mortgaged Backed Securities (VMBS). I will look to add foreign bond funds when Vanguard comes out with its two new funds. Therefore, this will be my last post on the Moose. The returns are of Friday’s adjusted closing prices. Good luck everyone.

 

2011 Total Returns:

World Market Cap Benchmark: –10.12%

Wellington Balanced Fund: 3.85%

SPY 1.9%

Decision Moose: 16.82%

 

2012 Total Returns:

World Market Cap Benchmark: 13.44%

 

Wellington Balanced Fund: 7.40%

 

SPY 12.3%

 

Decision Moose: –.86%

 

Alternate Moose –7.42%

Monthly Alternate Moose 2.86%

Monthly U.S. Sectors 1.23%

PICKS:

Decision Moose: #1 SPY

http://www.decisionmoose.com/Moosignal.html

Alternate Moose: #1 VNQ #2 SPY #3 IWM

 

Monthly Timing (Select): XLI (March)

 

Monthly Timing (Alt. Moose): ILF (March)

 

Sandy

 

Market Timing

3-11-12

2011 Total Returns:

World Market Cap Benchmark: –10.12%

Wellington Balanced Fund: 3.85%

SPY  1.9%

Decision Moose: 16.82%

 

2012 Total Returns:

World Market Cap Benchmark: 11.81%

Wellington Balanced Fund: 6.09%

SPY 9.6%

Decision Moose: –2.79%

 

Alternate Moose –4.71%

Monthly Alternate Moose .56% (as of March 1)

Monthly U.S. Sectors –.68% (as of March 1)

PICKS:

Decision Moose: #1 SPY

http://www.decisionmoose.com/Moosignal.html

Alternate Moose: #1 GLD #2 EWJ #3 SPY

Monthly Timing (Select): XLI (March)

Monthly Timing (Alt. Moose): ILF (March)

Sandy

Market Timing

3-4-12

2011 Total Returns:

World Market Cap Benchmark: –10.12%

Wellington Balanced Fund: 3.85%

SPY 1.9%

Decision Moose: 16.82%

 

2012 Total Returns:

World Market Cap Benchmark: 12.08%

 

Wellington Balanced Fund: 6.22%

 

SPY 9.4%

 

Decision Moose: –2.97%

 

 

Alternate Moose –2.26%

Monthly Alternate Moose .56% (as of March 1)

Monthly U.S. Sectors –.68% (as of March 1)

PICKS:

Decision Moose: #1 SPY

http://www.decisionmoose.com/Moosignal.html

Alternate Moose: #1 ILF #2 EPP #3 SPY

 

Monthly Timing (Select): XLI (March)

 

Monthly Timing (Alt. Moose): ILF (March)

 

Sandy

Market Timing

2-19-12

2011 Total Returns:

World Market Cap Benchmark: –10.12%

Wellington Balanced Fund: 3.85%

SPY 1.9%

Decision Moose: 16.82%

 

2012 Total Returns:

World Market Cap Benchmark: 12.79%

Wellington Balanced Fund: 5.81%

SPY: 9.1%

Decision Moose: –.08%

 

Alternate Moose –2.86%

Monthly Alternate Moose .03% (as of Feb. 1)

Monthly U.S. Sectors .03% (as of Feb. 1)

PICKS:

Decision Moose: #1 IWM

http://www.decisionmoose.com/Moosignal.html

Alternate Moose: #1 VNQ #2 GLD #3 IWM

Monthly Timing (Select): XLB (February)

Monthly Timing (Alt. Moose): IWM (February)

Sandy

Market Timing

2-19-12

2011 Total Returns:

World Market Cap Benchmark: –10.12%

Wellington Balanced Fund: 3.85%

SPY 1.9%

Decision Moose: 16.82%

 

2012 Total Returns:

World Market Cap Benchmark: 11.96%

 

Wellington Balanced Fund: 5.55%

 

SPY 8.7%

 

Decision Moose: .10%

 

Alternate Moose -1.84%

Monthly Alternate Moose .03% (as of Feb. 1)

Monthly U.S. Sectors .03% (as of Feb. 1)

PICKS:

Decision Moose: #1 IWM

http://www.decisionmoose.com/Moosignal.html

Alternate Moose: #1 VNQ #2 IWM #3 SPY

Monthly Timing (Select): XLB (February)

 

Monthly Timing (Alt. Moose): IWM (February)

 

Sandy

Market Timing

2-4-12

2011 Total Returns:

World Market Cap Benchmark: –10.12%

Wellington Balanced Fund: 3.85%

SPY 1.9%

Decision Moose: 16.82%

 

2012 Total Returns:

World Market Cap Benchmark: 10.76%

 

Wellington Balanced Fund: 3.29% (as of 1/31/12)

 

SPY 7.20%

 

Decision Moose: -1.83%

 

Alternate Moose 1.00%

Monthly Alternate Moose           

Monthly U.S. Sectors

PICKS:

Decision Moose: #1 BTTRX or TLT or EDV or ZROZ

http://www.decisionmoose.com/Moosignal.html

Alternate Moose: #1 VNQ #2 IWM #3 SPY

 

Monthly Timing (Select): XLB (February)

 

Monthly Timing (Alt. Moose): IWM (February)

 

Sandy

Market Timing

1-29-12

 

2011 Total Returns:

 

World Market Cap Benchmark: –10.12%

 

Wellington Balanced Fund: 3.85%

 

SPY 1.9%

 

Decision Moose: 16.82%

2012 Total Returns:

World Market Cap Benchmark: 7.25%

 

Wellington Balanced Fund 3.35%

 

SPY 5.00%

 

Decision Moose: -1.32%

Alternate Moose -1.32%

Monthly Alternate Moose -1.32%

Monthly U.S. Sectors -1.32%

PICKS:

Decision Moose: #1 BTTRX or TLT or EDV or ZROZ

http://www.decisionmoose.com/Moosignal.html

Alternate Moose: #1 VNQ #2 TLT #3 IWM

 

Monthly Timing (Select): BTTRX or TLT (Bonds-January)

 

Monthly Timing (Alt. Moose): BTTRX or TLT (Bonds-January)

 

Sandy

Market Timing

1-22-12

2011 Total Returns:

World Market Cap Benchmark:              –10.12%

Wellington Balanced Fund:                        3.85%

SPY                                                          1.9%

Decision Moose:                                      16.82%

 

2012 Total Returns:

World Market Cap Benchmark:                5.78%

 

Wellington Balanced Fund                       3.41%

 

SPY                                                       4.80%

 

Decision Moose:                                      -2.65%

 

Alternate Moose                                       -2.65%

Monthly Alternate Moose                          -2.65%

Monthly U.S. Sectors                               -2.65%

PICKS:

Decision Moose:               #1 BTTRX or TLT or EDV or ZROZ

http://www.decisionmoose.com/Moosignal.html

Alternate Moose:              #1 TLT #2 VNQ #3 SPY

Monthly Timing (Select):           BTTRX or TLT (Bonds-January)

Monthly Timing (Alt. Moose):    BTTRX or TLT (Bonds-January)

 

Sandy

Market Timing

1-15-12

 

2011 Total Returns:

 

World Market Cap Benchmark: –10.12%

 

Wellington Balanced Fund: 3.85%

 

SPY 1.9%

 

Decision Moose: 16.82%

2012 Total Returns:

World Market Cap Benchmark: 2.14%

 

Wellington Balanced Fund 1.95%

 

SPY 2.7%

 

Decision Moose: -1.43%

Alternate Moose -1.43%

Monthly Alternate Moose -1.43%

Monthly U.S. Sectors -1.43%

PICKS:

Decision Moose: #1 BTTRX or TLT or EDV or ZROZ

http://www.decisionmoose.com/Moosignal.html

Alternate Moose: #1 TLT #2 VNQ #3 SPY

 

Monthly Timing (Select): BTTRX or TLT (Bonds-January)

 

Monthly Timing (Alt. Moose): BTTRX or TLT (Bonds-January)

 

Sandy

Market Timing

1-8-12

 

2011 Total Returns:

 

World Market Cap Benchmark:            –10.12%

 

SPY                                                       1.9%

 

Decision Moose:                                  16.82%

2012 Total Returns:

World Market Cap Benchmark:              .68%

 

SPY                                                     1.8%

 

Decision Moose:                                 -1.53%

 

Monthly Alternate Moose                     -1.53%

Monthly U.S. Sectors                          -1.53%

PICKS:

Decision Moose:                       #1 BTTRX or TLT or EDV or ZROZ

http://www.decisionmoose.com/Moosignal.html

Alternate Moose:                      #1 TLT          #2 VNQ         #3 UUP 

Monthly Timing (Select):            BTTRX or TLT (Bonds-January)

 

Monthly Timing (Alt. Moose):      BTTRX or TLT (Bonds-January)

 

Sandy

Market Timing

1-3-2012

 

Total return for 2010 for the market cap weighted benchmark = 19.826%

 

2011 Total Returns:

 

World Market Cap Benchmark:                                                       –10.12%

 

SPY                                                                                                  1.9%

 

Decision Moose:                                                                              16.82%

PICKS:

Decision Moose:                               #1 BTTRX or TLT or EDV or ZROZ

http://www.decisionmoose.com/Moosignal.html

Alternate Moose:                               #1 TLT    #2 VNQ    #3 IWM

 

Monthly Timing (Select):                   BTTRX or TLT (Bonds-January)

 

Monthly Timing (Alt. Moose):            BTTRX or TLT (Bonds-January)

 

Happy New Year

 

Sandy

Market Timing

12-25-11

 

Total return for 2010 for the market cap weighted benchmark = 19.826%

 

2011 Returns:

 

World Market Cap Benchmark:                                              –11.24% YTD

 

SPY                                                                                         2.6% YTD

 

Decision Moose:                                                                    14.20% YTD

PICKS:

Decision Moose:                                 #1 BTTRX or TLT or EDV or ZROZ

http://www.decisionmoose.com/Moosignal.html

Alternate Moose:                                #1 VNQ #2 TLT #3 IWM

 

Monthly Timing (Select):                      BTTRX or TLT (Bonds-December)

 

Monthly Timing (Alt. Moose):               BTTRX or TLT (Bonds-December)

 

Sandy

Market Timing

12-18-11

 

Total return for 2010 for the market cap weighted benchmark = 19.826%

 

2011 Returns:

 

World Market Cap Benchmark:                           –12.79% YTD

 

SPY                                                                      -1.3% YTD

 

Decision Moose:                                                  17.33% YTD

PICKS:

Decision Moose:                              #1 BTTRX or TLT or EDV or ZROZ

http://www.decisionmoose.com/Moosignal.html

Alternate Moose:                             #1 TLT    #2 VNQ    #3 IWM

 

Monthly Timing (Select):                  BTTRX or TLT (Bonds-December)

 

Monthly Timing (Alt. Moose):           BTTRX or TLT (Bonds-December)

 

Sandy

Market Timing

12-11-11

 

Total return for 2010 for the market cap weighted benchmark = 19.826%

 

2011 Returns:

 

World Market Cap Benchmark:                         –9.04% YTD

 

SPY                                                                   1.7% YTD

 

Decision Moose:                                             12.89 % YTD

PICKS:

Decision Moose:                                   #1 BTTRX or TLT or EDV or ZROZ

http://www.decisionmoose.com/Moosignal.html

Alternate Moose:                                  #1 GLD    #2 TLT    #3 IWM

 

Monthly Timing (Select):                       BTTRX or TLT (Bonds-December)

 

Monthly Timing (Alt. Moose):                BTTRX or TLT (Bonds-December)

 

Sandy

Market Timing

12-4-11

 

Note: I plan on doing some traveling next year, and as a consequence, it will

be difficult to do these updates. Therefore, I will discontinue the updates at

the end of this year.

 

Performance Update as of 12-2-11 for SPY, VT, VB and VSS are from

ETFreplay.com (includes dividends).

 

Updates for the Moose, Alternate Moose and Monthly Timing Model are done by me (does not include dividends).

 

Total return for 2010 for the market cap weighted benchmark = 19.826%

 

2011 Returns:

 

World Market Cap Benchmark:        –9.27% YTD

 

SPY                                                    .7% YTD

 

Decision Moose:                             13.96 % YTD

Alternate Moose:

Monthly Timing:

PICKS:

Decision Moose:                             #1 BTTRX or TLT or EDV or ZROZ

http://www.decisionmoose.com/Moosignal.html

Alternate Moose:                            #1 IWM     #2 SPY     #3 VNQ

 

Monthly Timing (Select):                  BTTRX or TLT (Bonds-December)

 

Monthly Timing (Alt. Moose):            BTTRX or TLT (Bonds-December)

 

I have two monthly timing models. The first one will use the 9 select

sector SPDR ETFs, plus ILF and EPP. The second one will have the same ETFs as my Alternate Moose, which are SPY, IWM, ILF, VNQ, IEV, EWJ, EPP, GLD, DBC, DBA, UUP, UDN, SH, TLT and TBF.

They both will use a 6 month look back and will go to bonds if the 7 month moving average of the SPY is negative.

Market Timing

11-27-11

 

Note: I plan on doing some traveling next year, and as a consequence, it will

be difficult to do these updates. Therefore, I will discontinue the updates at

the end of this year.

 

Performance Update as of 11-25-11 for SPY, VT, VB and VSS are from

ETFreplay.com (includes dividends).

 

Updates for the Moose, Alternate Moose and Monthly Timing Model are done by me (does not include dividends).

 

Total return for 2010 for the market cap weighted benchmark = 19.826%

 

2011 Returns:

 

World Market Cap Benchmark:   –16.38% YTD

 

SPY                                             -6.1% YTD

 

Decision Moose:                        15.80 % YTD

Alternate Moose:

Monthly Timing:

PICKS:

Decision Moose:                        #1 BTTRX or TLT or EDV or ZROZ

http://www.decisionmoose.com/Moosignal.html

Alternate Moose:                       #1 TLT     #2 SH      #3 UUP

 

Monthly Timing (Select):           BTTRX or TLT (Bonds-November)

 

Monthly Timing (Alt. Moose):    BTTRX or TLT (Bonds-November)

 

I have two monthly timing models. The first one will use the 9 select

sector SPDR ETFs, plus ILF and EPP. The second one will have the same ETFs as my Alternate Moose, which are SPY, IWM, ILF, VNQ, IEV, EWJ, EPP, GLD, DBC, DBA, UUP, UDN, SH, TLT and TBF.

 

They both will use a 6 month look back and will go to bonds if the 7 month moving average of the SPY is negative.

 

Market Timing

11-20-11

 

Note: I plan on doing some traveling next year, and as a consequence, it will

be difficult to do these updates. Therefore, I will discontinue the updates at

the end of this year.

 

Performance Update as of 11-18-11 for SPY, VT, VB and VSS are from

ETFreplay.com (includes dividends).

 

Updates for the Moose, Alternate Moose and Monthly Timing Model are done by me (does not include dividends).

 

Total return for 2010 for the market cap weighted benchmark = 19.826%

 

2011 Returns:

 

World Market Cap Benchmark:         –11.17% YTD

 

SPY                                                      1.6% YTD

 

Decision Moose:                                13.12 % YTD

Alternate Moose:

Monthly Timing:

PICKS:

Decision Moose:                             #1 BTTRX or TLT or EDV or ZROZ

http://www.decisionmoose.com/Moosignal.html

Alternate Moose:                            #1 TLT #2 SPY #3 IWM

 

Monthly Timing (Select):                  BTTRX or TLT (Bonds-November)

 

Monthly Timing (Alt. Moose):           BTTRX or TLT (Bonds-November)

 

I have two monthly timing models. The first one will use the 9 select

sector SPDR ETFs, plus ILF and EPP. The second one will have the same ETFs as my Alternate Moose, which are SPY, IWM, ILF, VNQ, IEV, EWJ, EPP, GLD, DBC, DBA, UUP, UDN, SH, TLT and TBF.

They both will use a 6 month look back and will go to bonds if the 7 month moving average of  the SPY is negative.

Market Timing

11-13-11

 

Note: I plan on doing some traveling next year, and as a consequence, it will

be difficult to do these updates. Therefore, I will discontinue the updates at

the end of this year.

 

Performance Update as of 11-11-11 for SPY, VT, VB and VSS are from

ETFreplay.com (includes dividends).

 

Updates for the Moose, Alternate Moose and Monthly Timing Model are done by me (does not include dividends).

 

Total return for 2010 for the market cap weighted benchmark = 19.826%

 

2011 Returns:

 

World Market Cap Benchmark:       –7.29% YTD

 

SPY                                                 2.2% YTD

 

Decision Moose:                            13.12 % YTD

Alternate Moose:

Monthly Timing:

PICKS:

Decision Moose:                            #1 BTTRX or TLT or EDV or ZROZ

http://www.decisionmoose.com/Moosignal.html

Alternate Moose:                           #1 TLT      #2 GLD      #3 SPY

 

Monthly Timing (Select):                BTTRX or TLT (Bonds-November)

 

Monthly Timing (Alt. Moose):         BTTRX or TLT (Bonds-November)

 

I have two monthly timing models. The first one will use the 9 select

sector SPDR ETFs, plus ILF and EPP. The second one will have the same ETFs as my Alternate Moose, which are SPY, IWM, ILF, VNQ, IEV, EWJ, EPP, GLD, DBC, DBA, UUP, UDN, SH, TLT and TBF.

 

They both will use a 6 month look back and will go to bonds if the 7 month moving average of the SPY is negative.

Market Timing

11-6-11

 

Performance Update as of 11-4-11 for SPY, VT, VB and VSS are from

ETFreplay.com (includes dividends).

 

Updates for the Moose, Alternate Moose and Monthly Timing Model are done by me (does not include dividends).

 

The weighting for the World Market Cap benchmark will be as follows:

VT at 50.0% weighting = 13.11% YTD x 50.00%= 6.555%

VB at 20.7% weighting = 28.10% YTD x 20.70%= 5.817%

VSS at 29.3% weighting =25.44%YTD x 29.30%= 7.454%

--------

Total return for 2010 for the market cap weighted benchmark = 19.826%

 

2011 Returns:

 

World Market Cap Benchmark:   –7.15% YTD

 

SPY                                              1.2% YTD

 

Decision Moose:                         12.66 % YTD

Alternate Moose:

Monthly Timing:

PICKS:

Decision Moose:                         #1 BTTRX or TLT or EDV or ZROZ

http://www.decisionmoose.com/Moosignal.html

Alternate Moose:                        #1 TLT #2     IWM      #3 VNQ

 

Monthly Timing (Select):             BTTRX or TLT (Bonds-November)

 

Monthly Timing (Alt. Moose):      BTTRX or TLT (Bonds-November)

 

I have two monthly timing models. The first one will use the 9 select

sector SPDR ETFs, plus ILF and EPP. The second one will have the same ETFs as my AlternateMoose, which are SPY, IWM, ILF, VNQ, IEV, EWJ, EPP, GLD, DBC, DBA, UUP, UDN, SH, TLT and TBF.

They both will use a 6 month look back and will go to bonds if the 7 month moving average of the SPY is negative. I will start to track the year to date returns beginning in January, 2012.

Market Timing

10-30-11

 

Performance Update as of 10-28-11 for SPY, VT, VB and VSS are from

ETFreplay.com (includes dividends).

 

Updates for the Moose, Alternate Moose and Monthly Timing Model are done by me based upon closing prices from Yahoo Finance (does not include dividends).

 

The weighting for the World Market Cap benchmark will be as follows:

VT at 50.0% weighting = 13.11% YTD x 50.00%= 6.555%

VB at 20.7% weighting = 28.10% YTD x 20.70%= 5.817%

VSS at 29.3% weighting =25.44%YTD x 29.30%= 7.454%

--------

Total return for 2010 for the market cap weighted benchmark = 19.826%

 

2011 Returns:

 

World Market Cap Benchmark:         –4.71% YTD

 

SPY:                                                   3.7% YTD

 

Decision Moose:                                8.23 % YTD

Alternate Moose:

Monthly Timing:

PICKS:

Decision Moose:                                 #1 BTTRX or TLT or EDV or ZROZ

http://www.decisionmoose.com/Moosignal.html

Alternate Moose:                               #1 IWM   #2 SPY   #3 VNQ

 

Monthly Timing (Select):                    BTTRX or TLT (Bonds-October)

 

Monthly Timing (Alt. Moose):             BTTRX or TLT (Bonds-October)

 

I have two monthly timing models. The first one will use the 9 select

sector SPDR ETFs, plus ILF and EPP. The second one will have the same ETFs as my Alternate Moose, which are SPY, IWM, ILF, VNQ, IEV, EWJ, EPP, GLD, DBC, DBA, UUP, UDN, SH, TLT and TBF.

 

They both will use a 6 month look back and will go to bonds if the 7 month moving average of the SPY is negative. I will start to track the year to date returns beginning in January, 2012.