I’ve updated the Quantifiable Edges Big Time Swing System overview page with results through January 3rd, when the most recent trade closed out. There is not a trade currently open. Since the system only averages about 1 trade per month, I typically update the results bi-annually. Since the last update after July 2, 2012, through January 3, 2013, the signals produced a net return of 9.04% for SPY (including dividends, commissions of $0.01/share, and an assumed interest rate on cash of 0.1%). This was achieved with 6 long-side trades and 0 short trades. Five of the six trades made money. The system is also again at new equity highs. In total, 2012 posted a net gain of 9.12%, and 2013 is already up 2.51%.
The Big Time Swing System provides easy to follow mechanical rules. The standard parameters are not optimized and have performed quite well (they are the ones used for all performance metrics). There are only about 11 trades per year averaging 7 trading days per trade. All entries and exits are either at the open or the close. And to be sure you have everything set up properly traders may follow the private purchasers-only blog that tracks all SPY signals and possible entry/exit levels. This service is free for 12 months from the date of purchase.
For system developers looking for a system that they can use as a base to build their own system from, the Big Time Swing is an attractive option. It is all open-coded and comes complete with a substantial amount of background historical research. And since it is only in the market about ¼ of the time, it can easily be combined with other systems to provide greater efficiency of capital. Once you’re ready to try and improve the system yourself you can also refer to the system manual or the August 2010 purchaser-only webinar – both of which discuss numerous ideas for customization.
For more information and to see the updated overview sheet, click here.
If you’d like additional information about the system, or have questions, you may email BigTimeSwing @ Quantifiable Edges.com (no spaces).