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 continues to lag SPY, while outperforming passive buy-and-hold strategies.
*Beta Moose compares diverse equity strategies by modeling a group of top-rated smart-beta ETFs. Growth, income, value, momentum, volatility, technical, fundamental, and hedging strategies, among others, are ranked in our relative strength/technical framework. Beta Moose is in the development stages (summer-2018). Performance data is preliminary until the model is finalized.
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.
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 |
$1,081,331 |
|
| 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 |
