Timing Model Equity Curves

A reader asked me to post the equity curves for the timing model, so here they are (click on charts to enlarge):

1973 - 2008, log chart:




















1973 - 2008, non-log chart:






















1973 - 2008, log chart, including leveraged model:






















1973 - 2008, non-log chart, including leveraged model:






















1/2006 - 1/2008 out of sample returns:

Comments

[canary:]

Timing is everything, however, no one is that smart. The timing graph
had some basis, which is?

Jan 08 11:26 AM

[DaveW:]

I would expect better from Mr. Faber than a naked pump. Some substantive information would be appreciated, please update or add to thread. thx

Jan 08 01:17 PM

[WorldBeta:]

SA pulls my content, which is often out of context. The white paper is here:

papers.ssrn.com/sol3/p...

Jan 08 03:31 PM