One of the goals of the MTR Stock Timing Model (MTR-TM) is to simplify trading. Many investors do not have time to scan stocks, search for picks, and trade long and short. A handful of LONG and SHORT MidCap 400 ETFs can be used to trade the timing model.
Example: On a UP signal shares of MDY could be purchased. On a DOWN signal MDY could be sold short, or in IRA accounts MYY short ETF could be purchased.
MTR-TM correlates to MidCap 400 ETFs the best over time. Nasdaq 100, over a longer period of time, comes in second. The grid below shows back-tested results trading various ETFs. Some members of MTR asked about results trading SPY, DIA, and QQQQ. We listed those results below as well but clearly MidCap 400 ETFs have higher returns using MTR-TM trading signals.
Back-Test Criteria:
* Trade Dates: 6/30/2006 to 1/27/2010
* $10,000 portfolio
* 26 Trades
* Trade: Purchase (Long or Short) ETF the day after a signal at the open
* No stops were used. Trades held from one signal to the next.
Click on any of the symbols below to launch a pop-up window of detail statistics for each ETF.
| Symbol |
Name |
Starting |
Ending |
Winners |
Return
Per Trade |
Total
Return |
Max Trade
Draw Down |
| ^VAY |
(Benchmark) Value Line
Arithmetic Index |
$10,000 |
$23.497 |
62% |
9.04% |
134% |
-17% |
| IJK |
iShares
Midcap 400 |
$10,000 |
$19,962 |
54% |
8.74% |
97% |
-16% |
| IWR |
iShares Russell MidCap |
$10,000 |
$19,554 |
63% |
7.44% |
100% |
-15% |
| MDY |
SPDR
MidCap 400 |
$10,000 |
$20,268 |
54% |
8.65% |
103% |
-16% |
| MYY |
ProShares Short
MidCap 400 |
$10,000 |
$18,300 |
50% |
9.11% |
83% |
-20% |
| |
Major Index ETFs |
|
|
|
|
|
|
| DIA |
Dow Diamonds |
$10,000 |
$14,452 |
42% |
7.93% |
43% |
-13% |
| QQQQ |
ProShares Nasdaq 100 |
$10,000 |
$19,476 |
58% |
8.15% |
95% |
-12% |
| SPY |
S&P 500 Spiders |
$10,000 |
$15,134 |
42% |
8.21% |
51% |
-14% |
MTR Investor Group Disclaimer