Mojena Market Timing

 

May 4, 2008

85.1

Buy 04/20/2008*

Strategy

Position

YTD Returns

Cash

Money Market

 +0.7%

Buy and Hold

S&P 500

 -3.0%

 

Standard Timing Model

S&P 500

-1.1%

Aggressive Timing Model

150% Long S&P 500

-2.1%

 

*Signal date is Sunday; trade based on next-day closing price.  Sell 42 or below; buy 73 or above.

The surge and follow-through three weeks ago convinced the model that the S&P 500 has inflected from a primary downtrend to an uptrend.  Accordingly, it  issued a buy signal. The model’s standard portfolio is now  positioned 100% in a stock fund that mimics the S&P 500; the aggressive portfolio is 150% long, basis the S&P 500. 

 

The sell signal was marginally successful. Over its fifteen-week course (right on the median length) the S&P lost 2%, the Dow broke even, and the Nasdaq slid 4%.  The models bought in at 1388 for the S&P 500 (now 1414), 12825 for the Dow Jones Industrials (13058), and 2408 for the Nasdaq Composite (2477). Since the buy signal, at last week’s close, the S&P, Dow, and Nasdaq are up 2%, 2%, and 3%, respectively.

 

Given the head winds faced by the economy and the market’s volatility, as outlined in previous commentary, this buy signal could be a short one.  It seems to me that bullish investors are in denial and caught up in euphoric expectations that the worst is over. The severe problems faced by consumers and financial institutions in particular and the economy in general will not go away anytime soon.  But then, short to intermediate moves in the market can defy logical analyses, their attendant biases, and our emotional perceptions and states.  And eighteen years of experience with the model tells me it’s best not to second guess it with my views. That’s why I developed the model in the first place! My buy/sell/hold decisions were wrong far too often.  Moreover, it has given some good buy signals in the past during scary times. The model, of course, could be wrong this time. If it’s mistaken, it should switch back to a sell with likely limited damage; if it’s right, we just might, just might, post some returns in this difficult decade.  Let’s see what it tells us over the next several weeks.

 

NOTE

I’m into an extended multi-year cruise on the boat and will from time to time be out of Wi-Fi and air-card range.  Check date at the top for currency.

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