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|
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Sentiment Survey Results |
Sentiment Survey System Return as of - 05/16/08
|
Sentiment |
System |
G Fund |
F Fund |
C Fund |
S Fund |
I Fund |
20% Each |
|
2008 Totals: |
(0.76%) |
1.30% |
2.18% |
(2.17%) |
(0.76%) |
(0.40%) |
0.03% |
|
|
|
L 2040 |
L 2030 |
L 2020 |
L 2010 |
L INC |
|
|
|
|
(0.60%) |
(0.34%) |
0.00% |
0.52% |
1.04% |
|
* 2006 backtested
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click here.
When the Ratio is:
Greater than 2.00 = it is overly bullish, which is bearish for the market.
Less than 1.00 = it is overly bearish, which is
bullish for the market.
For our survey we noticed a Ratio of:
2.00 and higher tends to be bearish
1.25 or less tends to be bullish.
How to use this system:
If the ratio is 1.25 or less, a buy signal is given.
Stay in the buy allocation, using the allocation in either
method #1 or #2
below, until a sell signal is given (ratio of 2.00 or
higher). Stay in the sell allocation (100% G fund) until another buy signal is given.
Trading results using the survey as a
contrarian indicator. Two allocations:
| Method |
>
1.99 = Sell |
< 1.26 = Buy |
2006 Result |
2007 Result |
|
S/G |
100% G |
100% S |
+27.96%* |
+21.32% |
|
|
|
Week |
|
|
|
|
|
|
S&P 500 |
S&P 500 |
|
Buy/ |
|
|
From: |
|
To: |
Bulls |
Bears |
Ratio |
|
gain/loss |
Close |
Votes |
Sell |
Fund |
|
05/19/08 |
- |
05/23/08 |
44% |
38% |
1.16 |
-1 |
|
|
296 |
B |
S |
|
05/12/08 |
- |
05/16/08 |
38% |
51% |
0.75 |
-1 |
|
|
288 |
B |
S |
|
05/05/08 |
- |
05/09/08 |
44% |
39% |
1.13 |
-1 |
-1.81% |
1388.28 |
278 |
B |
S |
|
04/28/08 |
- |
05/02/08 |
44% |
44% |
1.00 |
-1 |
1.15% |
1413.90 |
282 |
B |
S |
|
04/21/08 |
- |
04/25/08 |
49% |
39% |
1.26 |
-1 |
0.54% |
1397.84 |
348 |
B |
S |
|
04/14/08 |
- |
04/18/08 |
38% |
48% |
0.79 |
-1 |
4.31% |
1390.33 |
301 |
B |
S |
|
04/07/08 |
- |
04/11/08 |
44% |
43% |
1.02 |
-1 |
-2.74% |
1332.83 |
305 |
B |
S |
|
03/31/08 |
- |
04/04/08 |
43% |
46% |
0.93 |
-1 |
4.20% |
1370.40 |
336 |
B |
S |
|
03/24/08 |
- |
03/28/08 |
35% |
54% |
0.65 |
-1 |
-1.07% |
1315.22 |
332 |
B |
S |
|
03/17/08 |
- |
03/21/08 |
30% |
58% |
0.52 |
-1 |
3.21% |
1329.51 |
276 |
B |
S |
|
03/10/08 |
- |
03/14/08 |
26% |
61% |
0.43 |
-1 |
-0.40% |
1288.14 |
309 |
B |
S |
|
03/03/08 |
- |
03/07/08 |
34% |
53% |
0.64 |
-1 |
-2.80% |
1293.37 |
320 |
B |
S |
|
02/25/08 |
- |
02/29/08 |
28% |
53% |
0.53 |
-1 |
-1.66% |
1330.63 |
301 |
B |
S |
|
02/18/08 |
- |
02/22/08 |
43% |
44% |
0.98 |
-1 |
0.23% |
1353.11 |
319 |
B |
S |
|
02/11/08 |
- |
02/15/08 |
31% |
56% |
0.55 |
-1 |
1.40% |
1349.99 |
207 |
B |
S |
|
02/04/08 |
- |
02/08/08 |
40% |
48% |
0.83 |
-1 |
-4.60% |
1331.29 |
383 |
B |
S |
|
01/28/08 |
- |
02/01/08 |
43% |
41% |
1.05 |
-1 |
4.87% |
1395.42 |
393 |
B |
S |
|
01/21/08 |
- |
01/25/08 |
26% |
65% |
0.40 |
-1 |
0.41% |
1330.61 |
395 |
B |
S |
|
01/14/08 |
- |
01/18/08 |
34% |
52% |
0.65 |
-1 |
-5.41% |
1325.19 |
360 |
B |
S |
|
01/07/08 |
- |
01/11/08 |
35% |
53% |
0.66 |
-1 |
-0.75% |
1401.02 |
417 |
B |
S |
|
12/31/07 |
- |
01/04/08 |
43% |
43% |
1.00 |
-1 |
-4.52% |
1411.63 |
332 |
B |
S |
|
12/24/07 |
- |
12/28/07 |
41% |
43% |
0.95 |
-1 |
-0.40% |
1478.49 |
393 |
B |
S |
|
12/17/07 |
- |
12/21/07 |
43% |
42% |
1.02 |
-1 |
1.12% |
1484.46 |
272 |
B |
S |
|
12/10/07 |
- |
12/14/07 |
69% |
17% |
4.06 |
-1 |
-2.44% |
1467.95 |
387 |
S |
G |
| | | |