"Building the world's most accurate stock market timing model!"
Everyone else is just guessing.
Total Return S&P 500 CrystalBull
YTD (10/30) +17.5% +64.9%
1 yr. (2008) -37.0% +27.6%
3 yr. (2006-2008) -23.2% +81.1%
10 yr. (1999-2008) -13.6% +587.1%
Click to see historical performance of
The CrystalBull Trading Indicator
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( HINT: Click-and-drag left-to-right on the top chart (S&P 500) to zoom in to a specific date range. Double-click on S&P 500 chart to zoom back out. )

This chart shows the CrystalBull Calendar Indicator (yellow) in relation to the S&P 500. The CrystalBull Calendar Indicator trades solely based on the month of the year. It is a modernized version of the "sell in May and go away" addage.

The top chart shows the S&P 500 (blue), the corresponding S&P 500 with dividends reinvested (violet), and the S&P 500, traded using the CrystalBull Calendar Model (yellow). It is assumed that, when out of the market, the Calendar Model earned a rate equivalent to the 3 Month CD rate.

Since 1970, a 'buy and hold' strategy has yielded a 3813.0% Total Return (including dividends), while adherence to the CrystalBull Calendar Model for trading has yielded a 17732.0% Total Return.

CLICK HERE to compare this timing model to theoretically-perfect timing models.

  = recessions