In September 2013, I published a post written by Frank Roellinger on his stock market trading system—a modification of the Ned Davis system first published in the 80s. Since Frank’s work was first published here he has shifted his Russell 2000 positions 11 times, each move reported here and on my twitter account. His hypothetical portfolio value has increased from 1658 to 1936 (+16.7%)—impressive given that the Russell 2000 is down 1.7% over that period. However the most impressive thing has been his method’s accuracy is predicting the last four significant market downturns.
The arrows indicate when his published strategies switched from long to short.
Kudos to Frank for an impressive track record.
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