Friday, February 8, 2019

Summary of 2018 PCC Performance

Performance for 2018
SPY
12/29/17  266.86  to 12/31/18  249.92  was a loss of 6.35%

Picasso Composite Cycle Dates
12/29/17   266.86     long from the previous cycle trend change date
1/13/18     277.92     suggested high
6/30/18     271.28     suggested low
9/25/18     290.75     suggested high
12/23/18   240.70     suggested low
12/31/18  249.92     end of the year and long into the next cycle trend change date

Performance
12/29/18 - 1/13/18     long SPY   4.14%
1/13/18 - 6/30/18       long SH     2.39%  (SH is a 1x leverage inverse ETF)
6/30/18 - 9/25/18       long SPY   7.18%
9/25/18 - 12/23/18     long SH   17.21%
12/23/18 - 12/31/18   long SPY   3.83%

The Picasso Composite Cycle Dates had a gain of 34.75%

This was far better than the 6.35% loss in the SPY.
(SPY is the proxy for the S&P 500 index)

NOTE that the suggested trend change dates generated from the Picasso Composite Cycle (PCC) are not to be used to buy and or sell without the confirmation of chart indicators.  The raw dates were used in the example above just to see how it would have done without such confirmations.  The PCC can and did have some losses in a 34 year back test.  Approximately 15% of the dates resulted in losses.  Still, the PCC dates out performed the indexes with a CAGR of 27.73% using both the SPY and the SH, as in the example above.  Note that taxes were not taken into consideration.  So, this could have been the result of a non taxable retirement account.
If confirmation is used in conjunction with the PCC dates, the results will probably not be the same as the results in the example above.

Here you can see approximately where each PCC date occurred


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This has been posted for Educational Purposes Only.   
Do your own work and consult with Professionals before making any investment decisions.  
Past performance is not indicative of future results.

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