All about Market Timing
Leslie N. Masonson
 A good book
if you're an intermediate to advanced market timers. Now, If you're searching for complex formulas/indicators, then this is not for you.
After some generalities on Market Timing and a review of Bear Markets, the
book details a Super Timing System using 10 indicators. The indicators are
mostly Sentiment and Technical Analysis. The author provides all the internet
links to monitor the indicators but no results as to how the system performed !
The book then switches format to provide detailed descriptions and results for 2 timing systems well suited to mechanical investing:
- Calendar systems: the Best 6 Months and the Presidential Cycle are tortured with many variations.
Some strategies seem too optimized so apply caution.
- Moving Averages: many backtests from various researchers are presented.
If you have a higher risk appetite, the book includes several results
with the use of leverage as well as a review of
leveraged mutual funds from Profunds and Rydex.
Finally, the book provides an excellent list of online resources (Market Timing newsletters, software...).
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