Sunday, October 16, 2011

Does the Seasonal Timing System Work?

Here's a column that takes a look at Sy Harding's seasonal timing system and looks at its performance versus using strict calendar dates and versus just buy and hold.

Turns out that buy and hold has a better return.

In summary, evidence from simple tests on available data for SPY does not support belief that Sy Harding’s Seasonal Timing Strategy is a compelling improvement over a buy-and-hold strategy or that the MACD signal refinement improves seasonal entry and exit.

So, what about using your gut feeling near support or resistance during the Spring and Fall? Like the key reversal day at 1100 for a buy?

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