Decision Moose & The Global Financial Markets
Moosistory
Long-term Index Moose Performance

Index Moose has significantly outperformed SPY since inception, but has lagged since 2012. Changes made to the model framework in 2016 and 2017 appear to have improved performance and reduced volatility.



52-week Strategic Performance Estimates

Over the past year Index Moose is outperforming passive buy-and-hold strategies and competitive with SPY.



Transaction History

A complete transaction history of the Moose is presented below


Index Moose components were revised in May 2000 and again in March 2005. Exchange traded index funds (ETFs) replaced open-end mutual funds and closed-end active funds.


The earlier (mutual fund) version of the model had 12 winning transactions in 14 signals for an 85% accuracy rate. The current (ETF) version has given 99 round-trip signals, 74 of which are winners, for a 74% accuracy rate.

       
   Latest  Hold Cash
 $1,083,234   
 99  10.10.2018
 Stop-Loss to Cash
$1,080,629   
 98
 09.21.2018
 Switch to US Large-cap Equities (SPY)
   $1,105,503   
 97
 08.21.2018
 Stop-Buy US Small-cap Equities (IWM)
$1,101,052   
 96  06.29.2018
 Stop Loss to Cash
$1,098,163  
 95
 05.04.2018
 Switch to US Small-cap Equities (IWM)
$1,044,250  
 94
 03.19.2018
 Switch to cash (via stop loss)
$1,042,165  
 93
 02.20.2018
 Switch to Latin American Equities (ILF)
$1,065,890  
 92
 02.05.2018
 Switch to cash (via stop loss)
$1,065,501  
 91
 11.10.2017
 Switch to Japanese Equities (EWJ)
$1,018,505  
 90
 11.03.2017
 Switch to Cash
$1,018,270  
 89
 08.11.2017
 Switch to Latin American Equities (ILF)
 $1,004,584  
 88
 07.28.2017
 Switch to Asia Pacific ex-Japan (AXJL)
 $1,007,451  
 87  06.09.2017
 Switch to European Equities (IEV)
$999,273  
 86
 04.28.2017
 Switch to Asia Pacific ex-Japan (AXJL)
$978,129  
 85
 03.03.2017  Switch to Latin American Equities (ILF)
$974,389  
 84  12.05.2016  Switch to US Small-cap Equities (IWM)  $928,498  
 83  10.21.2016  Switch to Cash $928,062  
 82  09.23.2016  Switch to US Small-cap Equities (IWM) $956,731  
 81  07.15.2016
 Switch to Latin American Equities (ILF) $937,925  
 80  06.24.2016  Switch to Long Zero T-Bonds (EDV)
$909,026  
 79  06.10.2016  Switch to US Small-cap Equities (IWM) $938,874  
 78  04.01.2016  Switch to Latin American Equities (ILF) $969,732  
 77  03.25.2016
 Switch to CASH $969,691 
 76  03.04.2016  Switch to Gold (GLD)
$1,008,929 
 75  09.04.2015  Switch to CASH $1,008,203 
 74  03.13.2015  Switch to Japanese Equities (EWJ) $1,095,071 
 73  10.10.2014  Switch to Long Zero T-Bonds (EDV)
$1,007,325 
 72  09.26.2014  Switch to US Large-cap Equities (SPY) $1,046,235 
 71  09.05.2014  Switch to Latin American Equities (ILF) $1,159,173 
 70  08.22.2014
 Switch to Long Zero T-Bonds (EDV) $1,171,436 
 69
 07.03.2014  Switch to Latin American Equities (ILF) $1,111.267 
 68  04.11.2014  Switch to Long Zero T-Bonds (EDV) $1,110,170 
 67  04.04.2014  Switch to US Large-cap Equities (SPY) $1,151,194 
 66  03.07.2014  Switch US Small-cap Equities (IWM) $1,203,581 
 65  02.07.2014  Switch to European Equities (IEV) $1,154,384 
 64  05.31.2013  Switch to US Small-cap Equities (IWM) $1,019,402 
 63  05.10.2013  Switch to Japanese Equities (EWJ)
$1,105,919 
 62  02.08.2013  Switch to Cash (3moT)   $1,105,728 
 61  01.04.2013  Switch to European Equities (IEV) $1,084,106 
 60  12.14.2012  Switch to Cash (3moT) $1,084,080 
 59  09.21.2012  Switch to Gold (GLD) $1,135.797 
 58  08.10.2012  Switch to US Large-cap Eq. (SPY) $1,096,632 
 57  05.04.2012  Switch to Long Bonds (BTTRX) $1,039,088 
 56  03.02.2012  Switch to US Large-cap Equities (SPY) $1,041,439 
 55  02.10.2012  Switch to US Small-cap Equities (IWM) $1,054,676 
 54  09.30.2011  Switch to Long Bonds (BTTRX) $1,063,946 
 53  09.23.2011  Switch to Cash (3moT)   $1,063,944 
 52  04.29.2011  Switch to Gold (GLD) $1,014,475 
 51  12.03.2010  Switch to US Small-cap Eq. (IWM)
$888,590 
 50  11.26.2010  Switch to Cash (3moT) $888,568 
 49  10.15.2010  Switch to Pacific ex-Japan (EPP)
$925,500 
 48  07.02.2010  Switch to Long Bonds (BTTRX) $880,370 
 47  05.07.2010  Switch to Gold (GLD) $878,736 
 46  03.05.2010  Switch to US Small-cap Equities (IWM) $895,676 
 45  01.22.2010  Switch to Cash (3moT) $895,572 
 44  11.06.2009  Switch to Latin American Equities (ILF) $932,139 
 43  10.30.2009  Switch to Cash (3moT) $932,131 
 42  10.16.2009  Switch to Latin American Eq. (ILF) $1,013,505 
 41  07.24.2009  Switch to Pacific ex-Japan (EPP)
$817,451 
 40  04.10.2009  Switch to Cash (3moT) $817,082 
 39  02.06.2009  Switch to Gold (GLD)
$848,133 
 38  11.28.2008  Switch to Long Bonds (BTTRX) $904,527 
 37  09.26.2008  Switch to Cash (3moT)
 $903,981 
 36  08.29.2008
 Switch to Long Bonds (BTTRX) $902,582 
 35  03.21.2008  Switch to Cash (3moT) $896,170 
 34  11.23.2007  Switch to Gold (GLD) $809,853 
 33  11.09.2007  Switch to Cash (3moT)  $808,852 
 32  10.05.2007  Switch to Latin American Eq. (ILF)  $807,409 
 31  08.10.2007  Switch to Cash (3moT) $802,658 
 30  04.13.2007
 Switch to Latin American Eq. (ILF) $747,629 
 29  03.09.2007  Switch to Pacific ex-Japan (EPP) $672,465 
 28  03.02.2007  Switch to Cash (3moT)  $671,826 
 27  11.03.2006  Switch to Latin American Eq. (ILF) $645,352 
 26  08.18.2006  Switch to European Equities (IEV) $615,174 
 25  06.09.2006  Switch to Cash (3moT) $609,415 
 24  04.07.2006  Switch to Gold Bullion (GLD)  $590,664 
 23  01.27.2006  Switch to Latin American Eq. (ILF)  $586,785 
 22  12.30.2005  Switch to Japan Equity Index (EWJ) $561,056 
 21  11.05.2005  Switch to Latin American Eq. (ILF) $537,307 
 20  10.07.2005  Switch to Cash (3moT)  $535,744 
 19  08.26.2005  Switch to Long Bonds (BTTRX) $552,712 
 18  08.05.2005  Switch to Cash (3moT)  $551,615 
 17  06.17.2005  Switch to Latin American Equities (ILF) $508,790 
 16  05.20.2005  Switch to Long Bonds (BTTRX) $501,161 
 15  03.24.2005  Switch to Cash (3moT)   $499,023 
 14  11.12.2004  Switch to Latin American Equities (ILF) $446,568 
 13  08.06.2004  Switch to Long Bonds (BTTRX) $423,727 
 12  03.26.2004  Switch to Cash (3moT)  $421,967 
 11  01.10.2004  Switch to Long Bonds (BTTRX) $396,007 
 10  01.03.2004  Switch to Cash (3moT) $395,943 
  9
 07.19.2003  Switch to Asian Equities (SAF) $270,011 
  8
 02.08.2003  Switch to Long Bonds (BTTRX) $264,386 
  7
 01.04.2003  Switch to Gold Shares (ASA) $278,513 
  6
 06.15.2002  Switch to Long Bonds (BTTRX) $251,855 
  5
 06.01.2002  Switch to Cash (3moT) $251,685 
  4
 11.24.2001  Switch to Gold Shares (ASA) $129,198 
  3
 07.28.2001  Switch to Long Bonds (BTTRX) $127,541 
  2
 01.27.2001  Switch to Gold Shares (ASA) $117,381 
  1
 05.07.2000  Switch to Long Bonds (BTTRX) $100,000 
   
 MODEL SWITCHES TO ETFs
 
 15
 05.07.2000  Close Invesco Europe $275,417 
 14  01.21.2000  Switch to Invesco Europe $266,459 
 13  07.08.1999  Switch to Invesco Pacific $214,552 
 12  04.23.1999  Switch to Invesco Latin America $207,312 
 11  11.13.1998  Switch to Schwab S&P Index $173,557 
 10  08.02.1998  Switch to Long Bonds (BTTRX) $167,647 
  9
 03.06.1998  Switch to Invesco Europe $150,516 
  8
 11.07.1997  Switch to Schwab S&P Index $135,842 
  7
 08.15.1997  Switch to Schwab Small Cap Index  $126,667 
  6
 07.25.1997  Switch to Schwab S&P Index $131,642 
  5
 02.21.1997  Switch to Invesco Latin America $113,804 
  4
 12.27.1996  Switch to Schwab S&P Index   $107,364 
  3
 11.15.1996  Switch to Long Bonds (BTTRX)  $108,242 
  2
 10.04.1996  Switch to Schwab S&P Index $102,881 
  1
 10.04.1996  Buy Invesco Latin America $100,000 
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