20100611 Timer Commentary

A new build of the Mountaineer and Orienteer market timing models has been put into production tonight. This was not expected quite so soon, but some recent research provided some significant results.

The average frequency of timing signals for the models has increased from approximately one every two weeks to about one a week. The recent “every day” or “every other day” trading frequency occurs when the models are evaluating conflicting data near potential changes in market trend.

The changes improved the backtested performance of the Mountaineer model significantly – back to where it is matching the overall performance of the Climber.

The Orienteer timing model showed slightly better performance with the changes.

Updated charts should be posted to the site homepage over the weekend.