Moneyflow NDX Select Trend I.D. System Backtest ~ Long Signals
MNDXLB is the Current Beta Edition of Our NDX Timing System's Long Signals
Market Timing vs. Buy and Hold ~ 1983 - 3-17-08
NASDAQ 100 (NDX) Model Portfolio Test for All Available Data
(Benchmark index, proxy for NDX based trading vehicles.)
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Moneyflow NDX Select Trend I.D. System Model Performance
Total Closed Trades: 69 (2.74/yr)
Winning Trades: 75.36%
Largest Gain: +58.52%
Largest Loss: -3.75%
Ave. Gain Per Trade: +8.49%
Max. Drawdown (peaks): -10.59% on 07/20/94
Max. Drawdown (entry): -7.62% on 07/24/84
Max. Drawdown (real) : -4.47% on 03/24/94
Total Gain: +35443.89%
CAR: +26.22%
Percent Invested: 51.38%
CAR While Invested: +49.48%
Ulcer Index: 3.87%
UI While Invested: 0.60%
Winning Years: 100.00%
CAR = Average Annualized Return
Compare Index Performance and See Year-by-Year Results Below
(E.g. Beat the Index 18 out of 24 Years.)
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NDX Index Buy And Hold Performance
Total Gain: +1372.76%
Maximum Drawdown: -82.90% on 10/07/02
CAR: +11.25%
Ulcer Index: 38.15%
Winning Years: 76.92%
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DATE INDEX SIGNAL TRADE ACCOUNT GAIN
----------------------------------------
01/03/83 114.56 BUY 114.56
01/21/83 115.71 CASH +1.00% 115.71 +1.00%
02/02/83 125.77 BUY +0.26% 116.01 +1.27%
06/28/83 157.01 CASH +24.84% 144.83 +26.42%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1983 NDX:+16.2% (-22.6% on 11/08/83) MNDX08:+32.5% (-6.0% on 01/21/83)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
01/06/84 137.54 BUY +4.93% 151.97 +32.65%
01/16/84 136.32 CASH -0.89% 150.62 +31.48%
04/30/84 112.60 BUY +2.81% 154.85 +35.17%
05/15/84 110.26 CASH -2.08% 151.63 +32.36%
06/06/84 107.12 BUY +0.64% 152.61 +33.21%
10/29/84 110.07 CASH +2.75% 156.81 +36.88%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1984 NDX:-18.4% (-28.9% on 07/24/84) MNDX08:+4.9% (-10.6% on 07/24/84)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
01/11/85 114.74 BUY +1.80% 159.63 +39.35%
03/08/85 119.22 CASH +3.90% 165.87 +44.79%
05/13/85 119.57 BUY +1.55% 168.43 +47.02%
05/28/85 119.59 CASH +0.02% 168.46 +47.05%
06/25/85 120.95 BUY +0.59% 169.45 +47.92%
08/08/85 121.72 CASH +0.64% 170.53 +48.86%
10/15/85 114.32 BUY +1.43% 172.97 +50.99%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1985 NDX:+21.8% (-16.7% on 10/08/85) MNDX08:+25.7% (-7.3% on 03/08/85)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
05/01/86 155.01 CASH +35.59% 234.53 +104.73%
05/27/86 161.30 BUY +0.45% 235.58 +105.64%
07/08/86 155.41 CASH -3.65% 226.98 +98.13%
11/25/86 146.87 BUY +2.33% 232.27 +102.75%
12/10/86 146.08 CASH -0.54% 231.02 +101.66%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1986 NDX:+6.9% (-18.0% on 09/15/86) MNDX08:+15.8% (-6.5% on 07/08/86)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
01/08/87 156.99 BUY +0.47% 232.09 +102.60%
09/01/87 205.73 CASH +31.05% 304.15 +165.50%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1987 NDX:+10.5% (-39.9% on 10/26/87) MNDX08:+34.5% (-6.2% on 04/27/87)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
02/16/88 165.80 BUY +3.37% 314.41 +174.45%
05/11/88 171.71 CASH +3.56% 325.62 +184.23%
06/03/88 179.74 BUY +0.46% 327.12 +185.54%
07/12/88 188.12 CASH +4.66% 342.37 +198.85%
10/20/88 179.74 BUY +2.31% 350.26 +205.75%
10/27/88 174.88 CASH -2.70% 340.79 +197.48%
12/02/88 172.85 BUY +0.85% 343.69 +200.00%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1988 NDX:+13.5% (-14.6% on 11/21/88) MNDX08:+13.1% (-5.4% on 04/04/88)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
02/14/89 187.41 CASH +8.42% 372.64 +225.28%
03/31/89 185.83 BUY +1.21% 377.16 +229.22%
06/15/89 212.82 CASH +14.52% 431.93 +277.04%
07/14/89 213.74 BUY +0.72% 435.06 +279.77%
10/13/89 224.95 CASH +5.24% 457.88 +299.69%
12/27/89 221.58 BUY +1.70% 465.68 +306.49%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1989 NDX:+26.2% (-11.0% on 12/18/89) MNDX08:+33.4% (-5.1% on 07/25/89)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
01/09/90 216.55 CASH -2.27% 455.11 +297.27%
03/02/90 210.39 BUY +1.20% 460.57 +302.03%
04/02/90 216.81 CASH +3.05% 474.62 +314.30%
05/03/90 212.71 BUY +0.73% 478.09 +317.33%
07/19/90 232.44 CASH +9.28% 522.44 +356.04%
11/05/90 180.26 BUY +2.41% 535.04 +367.04%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1990 NDX:-10.4% (-32.9% on 10/11/90) MNDX08:+26.5% (-5.6% on 07/19/90)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
04/23/91 274.54 CASH +52.30% 814.88 +611.31%
05/24/91 273.38 BUY +0.55% 819.37 +615.23%
06/07/91 268.38 CASH -1.83% 804.38 +602.15%
07/10/91 263.84 BUY +0.54% 808.72 +605.94%
09/05/91 279.96 CASH +6.11% 858.13 +649.07%
09/20/91 284.86 BUY +0.24% 860.24 +650.90%
10/07/91 280.02 CASH -1.70% 845.62 +638.15%
10/15/91 297.65 BUY +0.13% 846.72 +639.10%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1991 NDX:+65.0% (-11.5% on 06/24/91) MNDX08:+58.1% (-9.4% on 10/25/91)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
01/21/92 346.32 CASH +16.35% 985.16 +759.96%
07/01/92 300.88 BUY +1.83% 1003.20 +775.70%
08/07/92 304.23 CASH +1.11% 1014.37 +785.45%
09/03/92 306.39 BUY +0.26% 1016.97 +787.71%
12/14/92 346.95 CASH +13.24% 1151.59 +905.23%
12/21/92 355.64 BUY +0.07% 1152.44 +905.97%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1992 NDX:+8.9% (-18.5% on 06/26/92) MNDX08:+24.0% (-6.5% on 10/05/92)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
01/29/93 375.48 CASH +5.58% 1216.73 +962.09%
05/05/93 351.71 BUY +0.83% 1226.89 +970.96%
11/19/93 373.37 CASH +6.16% 1302.45 +1036.91%
12/03/93 399.01 BUY +0.12% 1304.05 +1038.31%
12/10/93 387.78 CASH -2.81% 1267.34 +1006.27%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1993 NDX:+10.6% (-14.2% on 04/26/93) MNDX08:+8.8% (-8.2% on 12/09/93)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
01/10/94 407.85 BUY +0.27% 1270.71 +1009.21%
03/24/94 399.86 CASH -1.96% 1245.82 +987.48%
07/15/94 368.18 BUY +1.35% 1262.64 +1002.16%
09/22/94 390.20 CASH +5.98% 1338.15 +1068.08%
10/13/94 398.80 BUY +0.32% 1342.38 +1071.77%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1994 NDX:+1.5% (-15.9% on 06/24/94) MNDX08:+7.2% (-6.9% on 12/08/94)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
01/30/95 405.33 CASH +1.64% 1364.36 +1090.95%
02/06/95 420.57 BUY +0.12% 1366.04 +1092.43%
03/31/95 448.49 CASH +6.64% 1456.73 +1171.59%
04/12/95 458.93 BUY +0.20% 1459.61 +1174.10%
09/27/95 595.44 CASH +29.75% 1893.77 +1553.08%
10/19/95 591.88 BUY +0.37% 1900.80 +1559.22%
11/14/95 593.48 CASH +0.27% 1905.94 +1563.71%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1995 NDX:+42.5% (-11.8% on 12/18/95) MNDX08:+41.1% (-8.3% on 07/19/95)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
01/22/96 567.35 BUY +1.03% 1925.64 +1580.90%
02/29/96 604.76 CASH +6.59% 2052.61 +1691.74%
04/18/96 633.01 BUY +0.72% 2067.44 +1704.68%
07/08/96 660.76 CASH +4.38% 2158.08 +1783.79%
08/06/96 682.37 BUY +0.47% 2168.12 +1792.57%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1996 NDX:+42.5% (-14.4% on 07/23/96) MNDX08:+35.9% (-9.3% on 09/05/96)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
01/02/97 848.17 CASH +24.30% 2694.93 +2252.42%
01/07/97 853.09 BUY +0.06% 2696.65 +2253.92%
01/28/97 892.46 CASH +4.61% 2821.10 +2362.55%
04/30/97 882.12 BUY +1.38% 2860.14 +2396.63%
08/12/97 1099.10 CASH +24.60% 3563.66 +3010.74%
09/09/97 1102.95 BUY +0.42% 3578.55 +3023.73%
10/16/97 1075.12 CASH -2.52% 3488.25 +2944.91%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1997 NDX:+20.6% (-18.2% on 12/24/97) MNDX08:+35.3% (-6.4% on 10/16/97)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
01/20/98 1026.52 BUY +1.43% 3538.24 +2988.55%
05/26/98 1209.46 CASH +17.82% 4168.81 +3538.97%
06/18/98 1239.71 BUY +0.37% 4184.27 +3552.47%
07/23/98 1408.60 CASH +13.62% 4754.30 +4050.06%
10/19/98 1283.23 BUY +1.30% 4816.32 +4104.19%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1998 NDX:+85.3% (-23.0% on 10/08/98) MNDX08:+95.2% (-6.6% on 03/05/98)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
02/05/99 2034.21 CASH +58.52% 7634.96 +6564.59%
03/29/99 2125.69 BUY +0.67% 7686.06 +6609.20%
04/14/99 2135.81 CASH +0.48% 7722.65 +6641.14%
06/17/99 2205.46 BUY +0.87% 7789.46 +6699.46%
07/20/99 2363.63 CASH +7.17% 8348.10 +7187.10%
08/17/99 2317.39 BUY +0.41% 8382.64 +7217.25%
10/15/99 2362.11 CASH +1.93% 8544.41 +7358.46%
10/29/99 2616.36 BUY +0.24% 8564.69 +7376.16%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1999 NDX:+102.0% (-12.0% on 08/10/99) MNDX08:+76.1% (-8.4% on 10/15/99)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
01/06/00 3529.60 CASH +34.90% 11554.20 +9985.72%
02/03/00 3874.37 BUY +0.44% 11604.98 +10030.05%
03/15/00 4353.33 CASH +12.36% 13039.62 +11282.35%
08/21/00 3827.89 BUY +2.82% 13407.21 +11603.22%
09/06/00 3953.36 CASH +3.28% 13846.67 +11986.82%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
2000 NDX:-36.8% (-53.0% on 12/20/00) MNDX08:+16.5% (-7.9% on 03/14/00)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
01/11/01 2506.05 BUY +2.26% 14159.71 +12260.08%
01/31/01 2607.16 CASH +4.03% 14731.00 +12758.77%
10/03/01 1260.66 BUY +2.72% 15131.33 +13108.21%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
2001 NDX:-32.7% (-58.7% on 09/21/01) MNDX08:+33.9% (-9.5% on 12/20/01)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
01/16/02 1605.28 CASH +27.34% 19267.70 +16718.87%
10/11/02 900.75 BUY +1.32% 19522.49 +16941.28%
12/04/02 1053.06 CASH +16.91% 22823.60 +19822.83%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
2002 NDX:-37.6% (-52.0% on 10/07/02) MNDX08:+20.7% (-8.8% on 11/11/02)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
04/17/03 1081.04 BUY +0.46% 22928.10 +19914.05%
06/23/03 1191.70 CASH +10.24% 25275.11 +21962.77%
07/07/03 1298.37 BUY +0.03% 25283.77 +21970.33%
07/21/03 1257.63 CASH -3.14% 24490.42 +21277.81%
08/18/03 1299.69 BUY +0.08% 24510.45 +21295.30%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
2003 NDX:+49.1% (-13.1% on 02/13/03) MNDX08:+21.2% (-7.6% on 07/17/03)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
01/29/04 1493.08 CASH +14.88% 28157.53 +24478.85%
03/29/04 1445.25 BUY +0.17% 28204.50 +24519.85%
05/03/04 1422.11 CASH -1.60% 27752.92 +24125.66%
05/25/04 1453.87 BUY +0.07% 27773.35 +24143.50%
07/08/04 1440.00 CASH -0.95% 27508.39 +23912.22%
10/01/04 1459.01 BUY +0.40% 27618.48 +24008.31%
12/20/04 1609.26 CASH +10.30% 30462.66 +26491.01%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
2004 NDX:+10.4% (-16.0% on 08/12/04) MNDX08:+10.1% (-8.3% on 10/14/04)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
05/06/05 1463.38 BUY +1.06% 30785.77 +26773.05%
06/27/05 1508.61 CASH +3.09% 31737.29 +27603.64%
07/12/05 1557.62 BUY +0.14% 31780.76 +27641.58%
10/07/05 1546.99 CASH -0.68% 31563.87 +27452.26%
11/04/05 1629.27 BUY +0.33% 31667.34 +27542.58%
12/20/05 1670.61 CASH +2.54% 32470.84 +28243.96%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
2005 NDX:+1.5% (-13.2% on 04/20/05) MNDX08:+6.7% (-4.9% on 10/07/05)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
01/05/06 1734.99 BUY +0.18% 32528.38 +28294.19%
01/20/06 1676.30 CASH -3.38% 31428.04 +27333.69%
08/17/06 1576.46 BUY +2.92% 32344.53 +28133.70%
12/26/06 1763.41 CASH +11.86% 36180.22 +31481.90%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
2006 NDX:+6.8% (-17.4% on 07/21/06) MNDX08:+11.4% (-4.7% on 01/20/06)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
01/12/07 1842.44 BUY +0.23% 36264.23 +31555.23%
01/22/07 1773.40 CASH -3.75% 34905.34 +30369.04%
03/21/07 1799.75 BUY +0.87% 35207.42 +30632.74%
07/26/07 1956.19 CASH +8.69% 38267.76 +33304.12%
08/24/07 1947.49 BUY +0.45% 38440.04 +33454.51%
11/08/07 2034.30 CASH +4.46% 40153.52 +34950.21%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
2007 NDX:+19.9% (-11.5% on 11/12/07) MNDX08:+11.7% (-9.1% on 11/08/07)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
03/17/08 1687.19 (as of) +1.41% 40719.08 +35443.89%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
2008 NDX:-19.9% (-20.6% on 03/10/08) MNDX08:+0.7% (+0.0% on )
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Source: This report was prepared with ULTRA Financial Systems software settings:
Beta = 1.00
Interest IS being accumulated upon sell signals at the CP rate.
Trades on NEXT DAY after buy/sell signal.
ACCOUNT starts equal to the trading INDEX value.
To duplicate this report or to run further tests, secure the signal dates at:
http://www.moneyflow.com/syscheck.txt
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Disclaimer:
No author, publisher or system creator can guarantee future profits based upon past performance.
No guarantees, personal investment advice, recommendations or referrals are implied by the content
of Moneyflow .com publications, systems or websites. The best trend system serves well because market
history repeats itself; however, that occurs with infinite variety due to multiple factors.
Therefore: 1) No market timing system will consistently perform as well in real time use as in
backtests or recent history; and 2) The best systems take turns working best. I agree with Mark Hulbert's
conclusion, backed by extensive research, that TEN YEAR RESULTS are the best indicator of future performance.
You will likely also find that ten year TEST results are a better indicator than 3-5 year real time records.
There is no wisdom in stubborn refusal to upgrade systems when technology, world markets, population, etc.
creates real changes in market behaviors -- such as increasing volatility.
The secret behind our system's performance is: 1) Testing for decades of market conditions;
2) Placing risk reduction as the highest priority; 3) Using multiple formulas and signal definitions
3) Willingness to stay in the safety of cash during some uptrends. (2003, for example.) Those
who are more upset at being in cash during uptrends than in long positions during downtrends should
not use this system.
Richard Calkins, Moneyflow.com Since 1995, rc at moneyflow com