Most people in trading agree on that too much optimism is a warning signal and too much pessimism is an opportunity. But how much is too much?
The buy and sell signals provided by the ATH Sentiment Index are suitable for timing of all investments that correlate with the global markets, such as index futures. Below are the theoretical results from investing in the leading global indices during our first year (May 2, 2011 – May 2, 2012):
US | | Return | Sharpe Ratio |
| Dow Jones | 50.6% | 2.58 |
| S&P500 | 51.6% | 2.26 |
| Nasdaq | 30.4% | 1.33 |
Europe | | | |
| FTSE100 | 51.8% | 2.85 |
| DAX | 81.1% | 2.13 |
| CAC40 | 94.5% | 3.04 |
| OMXS30 | 91.6% | 3.01 |
Asia | | | |
| Hang Seng | 58.8% | 3.15 |
| Shanghai | 38.9% | 2.20 |
| Nikkei | 19.7% | 1.06 |
| Bombay | 46.8% | 2.41 |
For the complete results for all individual trades on all markets including Sharpe ratio calculation and drawdowns are available for download here.
Up-to-date information is only available to subscribers. Please note that all information on this page is one month old.
Realized result rolling 12 months: +89.8%
Apr 20, 2012
Since May 2nd 2011 we trade on the signals from ATH Sentiment Index. The realized result since start is
+89.8%
All trades are found in Our Portfolio.
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Buy signal
Apr 10, 2012
The ATH Sentiment Index hits the lower limit and we close our short position and take a long position.
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