The mechanical Timing portfolio is an attempt to generate slightly above-market returns — it has a relative benchmark — with significantly lower-than-market volatility, while being as simple and slow-moving as possible. Simple? It uses inputs from only three variables. Slow-moving? It generally changes positions once or twice a year, on average.

Here is a chart of the results from inception in November of last year, to today, on a hypothetical $100,000 starting portfolio. I track the equity on a week-ending basis and have NOT been including the yield from the Timing model’s 50% cash position; the SPY is shown for comparison, and note that both the Timing and SPY returns DO include dividend income. Click for a larger view.

I include market commentary from other variables, not included in the mechanical Timing portfolio, during my updates. I update each portfolio on a rotating basis, once every four weeks, unless there’s a timing signal change in the interim.

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