DB2 - here are all of the signal dates from 2009 to present using the Nasdaq 100 to evaluate from one month to twelve months forward. The values at the top are the averages of ALL dates.
In my view this can be a great indicator as long as you have an overall view of the market. When a whole slew of bearish indicators are firing a warning it is best to not be too quick to jump in based on these signals. I’ll upload this to my blog for those interested. I’m also planning to post on my blog the Durable Bottom indicator I follow that gives the go-ahead as to when it is reasonable to actually re-enter the market on the bullish side. My indicators have been 100% bearish since 12/27/2021 - meaning invested either SHORT or INVERSE from that date until now. The Durable Bottom indicator must fire before long positions are allowed.
1/14/2009 4.63% 9.19% 15.07% 26.08% -3.64% -5.40% -6.45% -7.06% 1.99% 5.73% 11.21% 22.28%
**NDX-100 Max Pop Max Pop Max Pop Max Pop Max Drop Max Drop Max Drop Max Drop Fixed Fwd Fixed Fwd Fixed Fwd Fixed Fwd**
**Signal Date 1 3 6 12 1 3 6 12 1 3 6 12**
1/14/2009 10.61% 17.04% 32.80% 63.10% -2.30% -10.57% -10.57% -10.57% 2.18% 12.54% 32.71% 62.92%
1/20/2009 13.22% 19.90% 41.22% 66.94% -0.88% -8.46% -8.46% -8.46% -0.67% 18.28% 40.90% 57.91%
2/18/2009 5.98% 20.78% 37.46% 59.62% -12.48% -12.48% -12.48% -12.48% 5.98% 15.03% 35.79% 52.90%
2/19/2009 7.87% 22.94% 40.36% 62.47% -10.92% -10.92% -10.92% -10.92% 5.69% 16.72% 40.23% 53.59%
2/20/2009 7.56% 22.43% 40.54% 61.80% -11.28% -11.28% -11.28% -11.28% 5.45% 20.46% 39.40% 54.56%
2/23/2009 13.49% 27.18% 46.62% 68.07% -7.84% -7.84% -7.84% -7.84% 13.49% 24.17% 45.26% 60.58%
3/2/2009 21.83% 38.74% 54.92% 76.24% -3.37% -3.37% -3.37% -3.37% 20.21% 37.04% 48.22% 72.73%
3/3/2009 21.84% 38.23% 54.35% 75.58% -3.73% -3.73% -3.73% -3.73% 21.79% 38.13% 47.53% 74.76%
3/5/2009 22.54% 40.13% 55.23% 77.88% -3.17% -3.17% -3.17% -3.17% 18.70% 38.53% 52.45% 76.95%
3/6/2009 23.67% 41.78% 56.66% 80.39% -2.28% -2.28% -2.28% -2.28% 22.17% 41.03% 55.43% 80.08%
3/9/2009 28.54% 44.61% 60.58% 84.30% 1.59% 1.59% 1.59% 1.59% 28.40% 43.24% 59.91% 84.30%
10/2/2009 7.12% 13.88% 19.58% 23.88% -0.60% -0.60% -0.60% -0.60% 1.09% 12.99% 19.14% 20.69%
10/28/2009 7.86% 12.81% 22.43% 27.70% -1.76% -1.76% -1.76% -1.76% 6.28% 5.64% 17.06% 26.54%
10/30/2009 8.82% 13.82% 23.53% 29.54% -0.88% -0.88% -0.88% -0.88% 6.94% 3.95% 13.59% 29.47%
5/6/2010 4.72% 4.72% 15.84% 27.67% -7.24% -10.23% -10.23% -10.23% -6.06% 1.13% 15.47% 26.26%
5/7/2010 7.23% 7.23% 18.61% 30.73% -5.02% -8.08% -8.08% -8.08% -1.05% 2.69% 18.36% 30.38%
5/20/2010 7.76% 7.76% 22.22% 34.31% -2.42% -5.56% -5.56% -5.56% 4.13% 0.45% 18.62% 28.70%
5/21/2010 6.42% 6.42% 20.70% 32.65% -3.63% -6.73% -6.73% -6.73% 1.20% -2.61% 18.00% 26.38%
5/24/2010 6.86% 6.86% 21.20% 33.19% -3.23% -6.35% -6.35% -6.35% 1.28% -1.34% 16.60% 27.31%
5/25/2010 6.83% 6.83% 21.18% 33.16% -2.49% -6.37% -6.37% -6.37% 1.12% -2.57% 18.99% 28.10%
5/26/2010 7.98% 7.98% 22.47% 34.59% -2.44% -5.37% -5.37% -5.37% -1.80% -0.27% 19.90% 30.04%
6/7/2010 7.88% 7.88% 23.20% 34.46% -5.46% -5.46% -5.46% -5.46% 0.92% 4.55% 21.76% 25.29%
6/24/2010 3.01% 9.86% 21.38% 31.08% -7.84% -7.84% -7.84% -7.84% 1.52% 9.02% 20.89% 22.10%
6/29/2010 7.86% 15.06% 26.92% 37.06% -3.63% -3.63% -3.63% -3.63% 7.65% 13.26% 26.17% 31.80%
6/30/2010 9.40% 16.70% 28.74% 39.02% -2.25% -2.25% -2.25% -2.25% 8.78% 14.80% 27.53% 35.78%
7/1/2010 10.18% 17.02% 30.78% 39.40% -1.24% -1.24% -1.24% -1.24% 10.08% 13.89% 29.97% 36.72%
7/2/2010 10.57% 17.43% 31.24% 39.89% -0.53% -0.53% -0.53% -0.53% 10.22% 17.14% 30.27% 37.62%
7/6/2010 10.16% 17.00% 30.92% 39.45% 0.13% 0.13% 0.13% 0.13% 9.70% 15.67% 30.88% 39.10%
8/11/2010 5.02% 19.23% 29.05% 32.14% -5.31% -5.31% -5.31% -5.31% 4.51% 17.76% 28.92% 18.24%
8/12/2010 6.01% 20.08% 30.37% 33.09% -4.63% -4.63% -4.63% -4.63% 5.86% 16.69% 30.21% 20.85%
8/13/2010 7.18% 20.97% 31.33% 34.07% -3.93% -3.93% -3.93% -3.93% 7.11% 17.19% 30.96% 20.64%
11/16/2010 6.54% 14.80% 15.49% 16.47% -0.16% -0.16% -0.16% -2.80% 6.18% 14.27% 12.31% 8.52%
3/16/2011 7.09% 9.75% 10.69% 24.30% 0.68% -1.00% -7.63% -7.63% 4.06% -0.45% 4.68% 24.07%
6/6/2011 6.35% 7.21% 7.21% 22.90% -4.11% -10.53% -10.53% -10.53% 5.78% -2.23% 2.07% 11.47%
6/7/2011 6.61% 7.47% 7.47% 23.20% -3.88% -10.31% -10.31% -10.31% 4.10% -2.41% 2.27% 12.79%
6/8/2011 7.37% 8.24% 8.24% 24.08% -3.19% -9.68% -9.68% -9.68% 4.03% -3.96% 1.32% 11.73%
6/10/2011 8.91% 9.79% 9.79% 25.85% -1.81% -8.38% -8.38% -8.38% 4.68% -0.02% 3.20% 13.79%
6/13/2011 8.85% 9.73% 9.73% 25.79% -1.86% -8.43% -8.43% -8.43% 6.05% 1.37% 2.07% 14.30%
8/2/2011 1.04% 5.22% 10.44% 21.92% -11.25% -11.25% -11.25% -11.25% -5.45% 1.11% 10.31% 16.71%
8/3/2011 -1.23% 4.31% 9.49% 20.87% -12.01% -12.01% -12.01% -12.01% -6.28% 2.38% 9.32% 16.49%
8/4/2011 2.76% 9.30% 14.97% 26.65% -7.81% -7.81% -7.81% -7.81% 0.75% 6.76% 14.72% 23.10%
8/5/2011 3.36% 9.94% 16.02% 27.39% -7.27% -7.27% -7.27% -7.27% 0.91% 8.05% 16.01% 23.68%
8/8/2011 10.08% 17.10% 24.61% 35.68% -1.23% -1.23% -1.23% -1.23% 5.02% 16.49% 24.45% 32.00%
8/9/2011 4.96% 11.65% 18.81% 29.37% -5.81% -5.81% -5.81% -5.81% 1.44% 7.10% 17.89% 26.02%
8/10/2011 9.41% 16.37% 24.10% 34.84% -1.82% -1.82% -1.82% -1.82% 7.11% 11.53% 23.94% 31.62%
9/9/2011 8.04% 11.50% 25.61% 30.79% -5.58% -5.58% -5.58% -5.58% 6.63% 5.94% 25.18% 29.03%
9/22/2011 9.40% 10.43% 27.87% 31.76% -6.49% -6.49% -6.49% -6.49% 6.92% 4.71% 27.35% 28.38%
10/3/2011 15.71% 15.71% 34.07% 38.05% -2.02% -2.02% -2.02% -2.02% 13.56% 12.66% 32.49% 35.66%
11/21/2011 5.97% 18.35% 26.42% 30.18% -2.73% -2.73% -2.73% -2.73% 3.46% 17.89% 14.29% 19.46%
11/22/2011 5.72% 18.86% 26.13% 29.87% -2.96% -2.96% -2.96% -2.96% 3.46% 18.82% 15.46% 20.26%
11/23/2011 8.15% 22.09% 29.02% 32.86% -0.73% -0.73% -0.73% -0.73% 4.64% 21.07% 17.12% 23.70%
11/25/2011 8.94% 23.02% 29.96% 33.82% 2.55% 2.55% 2.55% 2.55% 6.24% 22.91% 17.39% 24.50%
4/10/2012 2.29% 2.29% 6.80% 6.80% -3.99% -9.32% -9.32% -9.32% -2.94% -5.56% 1.24% 5.32%
4/11/2012 1.80% 1.80% 6.29% 6.29% -4.45% -9.76% -9.76% -9.76% -4.35% -4.55% 0.41% 2.73%
5/17/2012 4.95% 10.98% 14.72% 21.70% -2.60% -2.60% -2.60% -2.60% 4.55% 10.97% 3.41% 19.23%
5/18/2012 6.24% 13.09% 16.13% 23.20% -1.40% -1.40% -1.40% -1.40% 3.16% 11.85% 4.92% 20.68%
6/1/2012 8.19% 13.99% 17.06% 24.19% -0.61% -0.61% -0.61% -0.61% 7.67% 12.74% 7.28% 21.64%
11/14/2012 6.98% 9.93% 19.94% 35.44% -1.48% -1.48% -1.48% -1.48% 6.85% 8.22% 19.53% 33.85%
6/20/2013 6.95% 12.39% 22.51% 32.76% -2.25% -2.25% -2.25% -2.25% 5.22% 11.38% 22.17% 31.46%
6/24/2013 8.53% 14.06% 25.50% 34.72% 0.13% 0.13% 0.13% 0.13% 8.01% 12.65% 25.44% 34.36%
8/19/2013 5.82% 11.71% 20.11% 31.90% -0.54% -0.54% -0.54% -0.54% 5.05% 10.05% 19.31% 31.84%
1/27/2014 6.08% 6.53% 13.92% 23.88% -2.57% -2.70% -2.70% -2.70% 5.33% 2.08% 13.31% 19.16%
2/3/2014 8.66% 8.66% 16.19% 26.35% -0.63% -0.77% -0.77% -0.77% 7.64% 3.08% 12.61% 23.71%
4/11/2014 5.19% 14.52% 19.50% 30.09% -0.95% -0.95% -0.95% -0.95% 3.43% 14.08% 10.55% 28.20%
10/1/2014 4.88% 9.09% 12.53% 17.80% -7.14% -7.14% -7.14% -7.14% 4.63% 4.42% 9.02% 8.70%
1/6/2015 4.43% 9.08% 10.98% 15.30% -0.78% -0.78% -0.78% -7.87% 2.56% 7.57% 7.52% 3.89%
6/29/2015 7.18% 7.18% 8.22% 8.22% -0.82% -13.53% -13.53% -13.53% 4.77% -4.54% 6.21% 0.86%
8/21/2015 6.04% 12.86% 12.92% 15.26% -9.77% -9.77% -9.77% -9.77% 1.52% 11.38% 1.04% 13.97%
8/24/2015 10.20% 17.30% 17.36% 19.79% -0.56% -0.56% -3.71% -3.71% 4.61% 15.62% 4.88% 18.24%
8/25/2015 10.81% 17.95% 18.01% 20.45% 0.90% 0.90% -3.18% -3.18% 2.17% 16.35% 4.60% 19.11%
8/26/2015 5.48% 12.26% 12.33% 14.65% -3.95% -3.95% -7.84% -7.84% -3.23% 10.92% 2.70% 13.54%
9/28/2015 14.02% 15.51% 15.51% 19.30% -1.23% -1.23% -5.23% -5.23% 13.82% 13.37% 10.45% 17.91%
11/13/2015 5.28% 5.28% 5.28% 9.10% -0.53% -13.62% -13.62% -13.62% 2.13% -7.51% -4.14% 6.44%
1/7/2016 1.32% 5.55% 6.56% 17.28% -9.68% -9.68% -9.68% -9.68% -7.88% 4.42% 6.31% 16.94%
1/8/2016 2.08% 6.77% 7.47% 18.25% -8.94% -8.94% -8.94% -8.94% -7.22% 6.65% 6.91% 18.25%
1/11/2016 1.77% 6.68% 7.50% 17.90% -9.22% -9.22% -9.22% -9.22% -6.17% 6.33% 7.31% 17.69%
1/13/2016 2.99% 9.26% 10.62% 21.13% -7.04% -7.04% -7.04% -7.04% 0.38% 9.23% 10.44% 20.60%
1/15/2016 3.88% 10.46% 12.67% 22.63% -6.09% -6.09% -6.09% -6.09% 0.56% 9.64% 12.46% 21.98%
2/5/2018 9.32% 10.62% 15.63% 18.54% -5.10% -5.10% -5.10% -9.25% 9.32% 6.12% 14.99% 6.42%
2/6/2018 7.35% 7.80% 12.68% 15.52% -7.52% -7.52% -7.52% -11.56% 6.98% 4.46% 12.02% 3.65%
2/7/2018 9.18% 9.18% 14.12% 16.99% -6.34% -6.34% -6.34% -10.44% 7.06% 5.63% 12.55% 6.57%
2/8/2018 13.95% 13.95% 19.11% 22.11% -2.25% -2.25% -2.25% -6.52% 11.65% 10.44% 17.37% 11.26%
2/9/2018 12.06% 12.06% 17.13% 20.08% 0.18% -1.40% -1.40% -8.07% 9.64% 7.42% 16.13% 9.51%
3/23/2018 5.36% 12.32% 18.18% 18.32% -2.85% -2.85% -2.85% -9.42% 2.18% 8.61% 16.21% 12.48%
10/11/2018 4.99% 4.99% 10.78% 15.27% -5.59% -15.35% -15.35% -15.35% -1.91% -4.24% 10.29% 13.73%
10/12/2018 2.16% 2.16% 7.79% 12.16% -8.14% -17.63% -17.63% -17.63% -5.41% -6.13% 7.44% 10.97%
12/17/2018 5.70% 16.39% 21.77% 34.03% -8.58% -8.58% -8.58% -8.58% 3.08% 13.61% 19.86% 34.01%
12/18/2018 5.00% 15.62% 20.96% 33.83% -9.19% -9.19% -9.19% -9.19% 2.58% 12.72% 18.97% 33.69%
12/19/2018 7.46% 18.33% 23.79% 37.33% -7.06% -7.06% -7.06% -7.06% 5.67% 15.89% 19.68% 37.10%
12/20/2018 9.18% 20.22% 25.77% 39.53% -5.58% -5.58% -5.58% -5.58% 8.72% 17.06% 22.17% 39.34%
12/21/2018 12.73% 24.13% 29.86% 45.18% -2.50% -2.50% -2.50% -2.50% 10.76% 21.07% 26.63% 45.18%
12/24/2018 15.54% 27.22% 33.10% 49.36% 0.38% 0.38% 0.38% 0.38% 12.43% 25.08% 30.03% 48.68%
5/29/2019 8.37% 11.23% 17.03% 34.91% -3.88% -3.88% -3.88% -6.17% 7.64% 6.73% 17.01% 33.01%
8/5/2019 6.26% 10.97% 27.42% 52.14% -0.40% -0.40% -0.40% -8.68% 5.89% 10.71% 27.38% 51.94%
10/2/2019 8.97% 17.52% 28.95% 64.74% -1.16% -1.16% -10.32% -10.32% 8.74% 17.19% 7.03% 52.42%
2/25/2020 2.24% 8.33% 35.60% 57.10% -23.35% -23.35% -23.35% -23.35% -14.11% 6.59% 35.51% 46.12%
2/26/2020 1.43% 7.89% 35.77% 56.41% -23.69% -23.69% -23.69% -23.69% -11.10% 7.68% 34.40% 49.69%
2/27/2020 6.68% 13.90% 42.81% 64.52% -19.73% -19.73% -19.73% -19.73% -7.39% 13.78% 42.19% 54.80%
2/28/2020 6.37% 14.16% 43.79% 64.03% -19.97% -19.97% -19.97% -19.97% -11.53% 14.13% 43.12% 49.89%
3/2/2020 1.38% 9.59% 38.55% 56.34% -23.72% -23.72% -23.72% -23.72% -13.99% 9.31% 38.46% 40.39%
3/3/2020 4.16% 13.35% 44.74% 61.50% -21.21% -21.21% -21.21% -21.21% -12.41% 12.04% 44.52% 47.40%
3/9/2020 5.39% 27.77% 56.51% 74.63% -14.80% -14.80% -14.80% -14.80% 3.65% 27.00% 43.38% 64.23%
3/11/2020 8.77% 26.84% 55.37% 73.36% -15.42% -15.42% -15.42% -15.42% 8.57% 20.70% 38.49% 63.41%
3/12/2020 19.89% 39.81% 71.26% 91.09% -6.77% -6.77% -6.77% -6.77% 18.29% 34.60% 55.26% 81.07%
3/13/2020 9.98% 27.02% 55.59% 73.60% -15.30% -15.30% -15.30% -15.30% 9.54% 24.44% 43.07% 65.13%
3/16/2020 26.48% 44.65% 77.19% 97.71% -3.54% -3.54% -3.54% -3.54% 25.81% 42.19% 60.21% 82.17%
3/18/2020 23.75% 41.53% 73.37% 93.44% -5.62% -5.62% -5.62% -5.62% 17.11% 39.49% 52.43% 82.39%
3/20/2020 26.95% 47.36% 77.85% 98.44% -3.18% -3.18% -3.18% -3.18% 23.55% 45.97% 59.94% 82.99%
3/23/2020 26.72% 47.10% 77.53% 98.09% 4.25% 4.25% 4.25% 4.25% 25.40% 42.75% 54.61% 82.40%
6/11/2020 15.44% 29.73% 31.94% 47.36% -1.03% -1.03% -1.03% -1.03% 11.61% 17.62% 29.07% 46.33%
6/12/2020 14.54% 28.72% 30.92% 46.21% -1.80% -1.80% -1.80% -1.80% 9.96% 18.37% 28.96% 44.70%
10/28/2020 12.27% 21.73% 26.30% 42.79% -1.67% -1.67% -1.67% -1.67% 11.78% 20.76% 21.56% 42.74%
11/30/2021 2.92% 2.92% 2.92% 2.92% -3.89% -14.94% -14.94% -14.94% 2.27%
12/1/2021 4.59% 4.59% 4.59% 4.59% -2.32% -13.56% -13.56% -13.56% 2.53%