SPX

Long-Term Trend Id # Trades Net Profit Net % Profit Exposure % Max. Sys % Drawdown
Buy & Hold 1 $550,524.43 550.52 100 -56.78%
Up Year 53 $568,410.83 568.41 78.67 -25.04%
200-day MA 93 $346,440.18 346.44 74.26 -28.22%
Golden Cross 12 $672,714.88 672.71 74.5 -20.51%
Trend Strength >= 1 107 $387,302.01 387.3 82.28 -42.29%
Trend Strength >= 2 166 $159,048.94 159.05 70.45 -42.52%
Trend Strength = 3 218 $104,012.16 104.01 57.83 -28.42%
NASDAQ Leading 117 $430,432.14 430.43 57.94 -30.53%
QE Mkt Timing Combo #1 30 $876,029.12 876.03 70.62 -29.29%
QE Mkt Timing Combo #2 44 $1,066,517.82 1066.52 79.65 -29.29%
QE Mkt Timing Combo #3 82 $735,075.99 735.08 60.89 -20.66%

DJI
Long-Term Trend Id # Trades Net Profit Net % Profit Exposure % Max. Sys % Drawdown
Buy & Hold 1 $685,453.34 685.45 100 -53.78%
Up Year 69 $355,624.07 355.62 79.57 -36.31%
200-day MA 123 $257,120.26 257.12 74.85 -44.17%
Golden Cross 23 $394,219.83 394.22 74.22 -36.65%
Trend Strength >= 1 133 $310,102.84 310.1 82.57 -50.32%
Trend Strength >= 2 177 $213,614.29 213.61 70.21 -40.96%
Trend Strength = 3 233 $90,761.98 90.76 57.86 -33.64%
NASDAQ Leading 117 $438,797.41 438.8 57.94 -33.01%
QE Mkt Timing Combo #1 30 $796,770.36 796.77 70.62 -30.15%
QE Mkt Timing Combo #2 44 $1,077,167.43 1077.17 79.65 -30.15%
QE Mkt Timing Combo #3 82 $749,172.08 749.17 60.89 -17.26%

COMPX
Long-Term Trend Id # Trades Net Profit Net % Profit Exposure % Max. Sys % Drawdown
Buy & Hold 1 $1,041,785.90 1041.79 100 -77.93%
Up Year 52 $1,013,161.30 1013.16 77.88 -41.42%
200-day MA 88 $904,700.67 904.7 72.64 -48.74%
Golden Cross 14 $1,309,542.44 1309.54 72.19 -37.32%
Trend Strength >= 1 103 $1,089,093.98 1089.09 80.86 -63.44%
Trend Strength >= 2 141 $1,121,595.79 1121.6 68.92 -34.71%
Trend Strength = 3 183 $722,810.20 722.81 56.47 -31.36%
NASDAQ Leading 117 $956,655.95 956.66 57.94 -40.62%
QE Mkt Timing Combo #1 30 $2,001,858.92 2001.86 70.62 -4341.00%
QE Mkt Timing Combo #2 44 $2,483,364.30 2483.36 79.65 -43.41%
QE Mkt Timing Combo #3 82 $1,388,097.29 1388.1 60.89 -34.21%
CAR
7.39
7.5
5.86
8.1
6.22
3.69
2.75
6.56
9.06
9.81
8.42

CAR
8.17
5.95
4.97
6.27
5.52
4.45
2.49
6.62
8.71
9.85
8.49

CAR
9.72
9.61
9.18
10.6
9.89
10
8.36
9.39
12.3
13.18
10.83
SPX
Long-Term Trend Id # Trades % of Winners Net Profit Net % Profit Exposure %
Buy & Hold 1 100 $550,524.43 550.52 100
Up Year 53 33.96 $647,830.26 647.83 78.66
200-day MA 93 23.66 $424,088.00 424.09 74.26
Golden Cross 12 83.33 $788,270.17 788.27 74.5
Trend Strength >= 1 107 23.36 $450,290.29 450.29 82.27
Trend Strength >= 2 166 24.7 $216,399.60 216.4 70.44
Trend Strength = 3 218 26.61 $167,675.52 167.68 57.83
NASDAQ Leading 117 60.68 $616,995.80 617 57.93
QE Mkt Timing Combo #1 30 70 $1,068,428.21 1068.43 70.61
QE Mkt Timing Combo #2 44 68.18 $1,228,941.12 1228.94 79.64
QE Mkt Timing Combo #3 82 63.41 $972,275.11 972.28 60.88

DJI
Long-Term Trend Id # Trades % of Winners Net Profit Net % Profit Exposure %
Buy & Hold 1 100 $685,453.34 685.45 100
Up Year 69 37.68 $409,060.84 409.06 79.56
200-day MA 123 18.7 $316,414.36 316.41 74.84
Golden Cross 23 52.17 $477,977.15 477.98 74.21
Trend Strength >= 1 133 23.31 $360,619.84 360.62 82.56
Trend Strength >= 2 177 24.86 $280,150.50 280.15 70.2
Trend Strength = 3 233 22.32 $150,816.62 150.82 57.86
NASDAQ Leading 117 64.1 $628,297.75 628.3 57.93
QE Mkt Timing Combo #1 30 70 $973,540.81 973.54 70.61
QE Mkt Timing Combo #2 44 68.18 $1,241,061.20 1241.06 79.64
QE Mkt Timing Combo #3 82 67.07 $990,367.60 990.37 60.88

COMP
Long-Term Trend Id # Trades % of Winners Net Profit Net % Profit Exposure %
Buy & Hold 1 100 $1,041,785.90 1041.79 100
Up Year 52 51.92 $1,164,553.84 1164.55 77.87
200-day MA 88 22.73 $1,101,631.86 1101.63 72.64
Golden Cross 14 71.43 $1,579,002.95 1579 72.19
Trend Strength >= 1 103 25.24 $1,262,030.05 1262.03 80.85
Trend Strength >= 2 141 26.95 $1,419,629.52 1419.63 68.92
Trend Strength = 3 183 30.05 $1,007,555.32 1007.56 56.46
NASDAQ Leading 117 48.72 $1,328,266.84 1328.27 57.93
QE Mkt Timing Combo #1 30 63.33 $2,416,074.49 2416.07 70.61
QE Mkt Timing Combo #2 44 59.09 $2,842,931.35 2842.93 79.64
QE Mkt Timing Combo #3 82 54.88 $1,810,710.89 1810.71 60.88
Max. Sys % Drawdown CAR
-56.78 7.39
-25.04 7.96
-22.1 6.51
-20.47 8.67
-38.64 6.71
-37.41 4.48
-23.6 3.82
-29.35 7.79
-29.09 9.81
-29.09 10.35
-20.6 9.46

Max. Sys % Drawdown CAR

-53.78 8.17
-32.21 6.39
-39.48 5.58
-32.16 6.91
-45.7 5.99
-36.6 5.22
-28.58 3.56
-31.88 7.86
-29.95 9.46
-29.95 10.39
-17.25 9.53

Max. Sys % Drawdown CAR

-77.93 9.72
-40 10.15
-44.3 9.93
-37.32 11.34
-61.1 10.46
-29.21 10.92
-24.39 9.59
-37.64 10.66
-42 13.07
-42 13.75
-34.21 11.89
 13.4 -177557 -27.53 -199798 4.87

18.51 -287632 -39.1 -471653 5.12

0.32 0.45 4.52 1.94 40599.66 0.9 6.2 0.66 0.32 0.0844

0.31 0.44 6.5 3.77 168944.2 0.52 12.72 0.6 0.44 0.0488
30091.37 9.41 156.57 21 1159209 55200.44 15.16 185.52 9 30

76992.18 13.45 156.57 19 2729399 143652.6 23.62 215.58 11 36.67

-256468 -28496.47 -4.01 89 9

-419633 -38148.48 -4.12 54.64 9

SPX
Long-Term Trend Id # Trades % of Winners Net Profit Net % Profit Exposure %
Buy & Hold 1 100 $2,676,373.86 2676.37 100
Up Year 97 35.05 $3,615,175.06 3615.18 74.85
200-day MA 162 26.54 $4,226,380.16 4226.38 70.83
Golden Cross 23 78.26 $5,663,803.64 5663.8 71.27
Trend Strength >= 1 201 25.87 $4,519,793.56 4519.79 79.57
Trend Strength >= 2 287 25.44 $2,486,751.78 2486.75 66.71
Trend Strength = 3 356 27.25 $1,808,094.39 1808.09 54.27
NASDAQ Leading 195 65.64 $10,376,932.60 10376.93 55.92
QE Mkt Timing Combo #1 57 73.68 $14,891,340.47 14891.34 70.68
QE Mkt Timing Combo #2 81 71.6 $17,895,791.67 17895.79 78.09
QE Mkt Timing Combo #3 142 66.2 $12,342,505.11 12342.51 56.6

DJI
Long-Term Trend Id # Trades % of Winners Net Profit Net % Profit Exposure %
Buy & Hold 1 100 $2,812,680.24 2812.68 100
Up Year 118 35.59 $2,258,090.64 2258.09 73.28
200-day MA 179 21.79 $3,475,681.47 3475.68 70.26
Golden Cross 35 54.29 $2,612,044.14 2612.04 69.98
Trend Strength >= 1 233 24.03 $3,097,989.84 3097.99 78.93
Trend Strength >= 2 294 25.17 $2,817,638.75 2817.64 65.89
Trend Strength = 3 373 22.79 $1,639,554.49 1639.55 53.52
NASDAQ Leading 195 67.18 $9,077,727.09 9077.73 55.92
QE Mkt Timing Combo #1 57 73.68 $12,397,019.01 12397.02 70.68
QE Mkt Timing Combo #2 81 70.37 $16,442,885.98 16442.89 78.09
QE Mkt Timing Combo #3 142 66.9 $11,789,249.34 11789.25 56.6

COMP
Long-Term Trend Id # Trades % of Winners Net Profit Net % Profit Exposure %
Buy & Hold 1 100 $6,672,975.64 6672.98 100
Up Year 65 58.46 $12,808,720.18 12808.72 75.38
200-day MA 139 28.78 $21,740,009.74 21740.01 69.45
Golden Cross 29 72.41 $7,947,008.53 7947.01 69
Trend Strength >= 1 168 31.55 $38,483,140.04 38483.14 79.12
Trend Strength >= 2 220 30.45 $54,240,737.22 54240.74 65.87
Trend Strength = 3 281 33.45 $46,467,067.77 46467.07 52.83
NASDAQ Leading 195 55.38 $50,384,077.15 50384.08 55.92
QE Mkt Timing Combo #1 57 66.67 $55,252,351.18 55252.35 70.68
QE Mkt Timing Combo #2 81 62.96 $67,917,910.02 67917.91 78.1
QE Mkt Timing Combo #3 142 57.04 $45,638,080.34 45638.08 56.6
Max. Sys % Drawdown CAR
-56.78 7.28
-40.75 7.95
-22.1 8.3
-33.23 8.95
-38.64 8.45
-37.41 7.12
-23.6 6.44
-29.35 10.34
-33.23 11.18
-33.23 11.61
-29.15 10.74

Max. Sys % Drawdown CAR

-53.78 7.39
-39.76 6.91
-39.48 7.86
-36.11 7.23
-45.7 7.61
-36.6 7.4
-28.58 6.23
-31.88 10.03
-36.13 10.75
-36.13 11.41
-31.84 10.64

Max. Sys % Drawdown CAR

-77.93 9.33
-40 10.83
-44.3 12.07
-40.27 9.73
-61.1 13.43
-29.21 14.25
-24.39 13.88
-37.64 14.07
-42 14.29
-42 14.79
-34.21 13.83
SPX
Long-Term Trend Id # Trades % of Winners Net Profit Net % Profit Exposure %
Buy & Hold 1 100 $11,540,245.71 11540.25 100
Up Year 189 35.98 $33,289,430.48 33289.43 68.69
200-day MA 274 25.91 $86,771,543.69 86771.54 66.84
Golden Cross 47 65.96 $58,565,398.54 58565.4 66.82
Trend Strength >= 1 367 25.89 $193,517,953.33 193517.95 76.95
Trend Strength >= 2 491 26.07 $75,289,188.09 75289.19 63.84
Trend Strength = 3 579 30.4 $42,815,382.44 42815.38 50.74

DJI
Long-Term Trend Id # Trades % of Winners Net Profit Net % Profit Exposure %
Buy & Hold 1 100 $8,542,893.59 8542.89 100
Up Year 204 39.71 $18,294,279.75 18294.28 68.15
200-day MA 290 23.79 $64,167,510.53 64167.51 66.62
Golden Cross 60 55 $18,388,450.12 18388.45 66.39
Trend Strength >= 1 395 26.58 $104,861,721.15 104861.72 76.54
Trend Strength >= 2 506 26.09 $58,419,490.45 58419.49 63.34
Trend Strength = 3 583 27.96 $32,555,302.69 32555.3 50.36
Max. Sys % Drawdown CAR
-86.19 5.41
-42.51 6.65
-51.59 7.78
-49.09 7.31
-45.92 8.74
-44.17 7.61
-34.21 6.94

Max. Sys % Drawdown CAR

-89.19 5.06
-45.79 5.94
-48.38 7.42
-61.11 5.95
-45.7 8.01
-40.78 7.31
-32.1 6.62
Data run through 3/31/2019
Amibroker software used for testing (code is available with add-on module)
Norgate Data
$0 commissions or slippage
Entries and exit were assumed to take place at the close of the day of a signal change.

Different signals would have outperformed based on time frame and market
No one signal is consistently the “best”
Any one of these would have outperformed the market over very long periods
These filters generally all improve the odds that 1) You participate in the absolute best bull markets, and 2) You sidestep part o
ets, and 2) You sidestep part of the worst and longest bear markets.