Here is a snapshot of the performance of some of my ETF timing models.
Canadian Leveraged ETF Models
US Leveraged ETF Models
I began publicly discussing my models in March, 2008 so the performance stats before that date are hypothetical.
My timer works well with a leveraged IWM strategy as well. Starting in June, 2000 and running to the present, by employing 2:1 leverage to take a long postition in IWM when my timer goes long and then shorting IWM (no leverage) when my timer goes short, this strategy produces a 25.6% compound annual growth rate. For the purposes of the equity chart below, a 5% interest rate has been used for the margin loan.
