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TrimTabs Market Timing

Empirically, the negative relationship between L1 and market returns held up for ten of the past eleven years. With the exception of 2003, when L1 was negative, the DJIA and S&P500 went up and when L1 was positive, the DJIA and S&P500 went down.


For a regression analysis of the signal value of L1, read this research paper by Conrad Gann.

To see how a quantitative L1-based signal can enhance your portfolio's performance, read this research paper by Conrad Gann and Vincent Deluard.

Applying liquidity theory for market-timing generates superior returns in all market conditions as illustrated by Charles Biderman’s market calls track record.




Note:
Model portfolio based on weekly market calls as published in the TrimTabs Weekly Liquidity Review. The portfolio uses up to 100% leverage. Transaction costs and margin interest charges are ignored.