Click for independently-audited trading results (see notes below) and summary stats.
The YK Strategy isn't a traditional market timing strategy in the sense that it isn't programmed with traditional rules; rather, the strategy is designed to "learn" from the markets. Each day the strategy scraps all of its assumptions and reanalyzes the market based on the newest data available. In timer parlance this is called "self-tuning" and in theory, the strategies should adapt to not just changing market conditions, but changes in the fundamental way the markets work.
The YK Strategy is the brainchild of Y. Kuo (math wizard extraordinaire and a product of our strategy developer incubator Timer Seeds) and MarketSci.
The strategy takes short-term positions in the S&P 500 and Russell 2000 (small-caps) at the market's close. The strategy is very active and changes positions daily, and is currently our most aggressive strategy.
The strategy was originally designed to trade leveraged mutual funds from Rydex or ProFunds, but could be applied to other assets as well such as ETFs, futures, or other mutual funds (read more).
Important notes about YK: first, as we have discussed in detail on the MarketSci Blog, despite doing very well in real-time in many different market types, YK fell down badly when the market made an extreme divergence from history in October of 2008. The model had no mechanism to protect against a market moving so far beyond historical norms. We developed a simple filter (discussed in A New Approach to Coping with Abnormal Markets), not to guide entries or exits, but to gauge when the market has moved beyond normal ranges, because a strategy based on norms might not be suited for that very abnormal moment. The program was very successful in the extremely bearish months that followed. Click to compare the independently-audited results of both the original and revised YK strategy.
Second, note that our Timer Trac results assume that we always allocated 55% and 45% respectively to the S&P 500 and Russell 2000 legs of the strategy. In actuality, we shift our allocation based on the volatility of each index; however, this 55/45 split is a very close approximation.
This program is available via both subscription and managed account.
Subscription Information
Subscribers will receive a once daily email prior to the market's open with the position we will be taking in our own portfolios at the day's close depending on the closing price of the S&P 500 index.
That means subscribers wishing to follow our own trades must be able to monitor the market near the end of the trading day to determine the position we will be taking. Subscribers unable to do so should opt for a managed account.
The strategy allocates between 0 and 100% of the portfolio on any given day. In our own portfolios we employ leveraged mutual funds for a total leveraged exposure of up to approximately -200% to 200% of the daily change on the S&P 500.
Our money back guarantee: we proudly stand by our service. If you are unsatisfied with your subscription for any reason, simply let us know and we'll refund the prorated amount remaining on your subscription no questions asked.
Note that subscriptions are for personal individual use only. Subscriptions are not to be shared or used to manage non-subscriber accounts, and when appropriate, we will pursue legal recourse. Financial professionals who wish to license our signals to manage client accounts should contact us. Sorry to be so cranky.
PayPal
A funded PayPal account is NOT required. Subscriptions will automatically renew at the end of the subscription period. If you do not wish to renew your subscription, simply contact us prior to the renewal date.
Google Checkout
We only offer Google Checkout for 6 and 12 month subscriptions. Subscriptions will NOT automatically renew. Subscribers paying via Google Checkout will be required to manually renew at the end of the subscription period.
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| M | = Available via managed account |
| S | = Available via subscription |