Stock Market Timing System


This stock market timing system will help you beat the performance of 95% of fund managers !

This is a  very simple stock market timing system that has been around for years and has a track record running into Decades.

Primarily aimed at trading the S&P or emini S&P but is also highly effective in timing FTSE and DAX.

Stock market timing systems are generally designed to emulate buy and hold returns in stock indexes but with substantially reduced draw downs. They do this by exiting the markets  during periods when risk of draw down or even crash is highest and then re-entering as risk levels decline.

ProT ESLT stock market timing system  has done this with ease as the charts below illustrate


Stock market timing system outperforms buy and hold
Stock market timing system seeks to minimise draw downs whilst maintaining absolute returns


The chart  below normalises results by restating them such that the systems worst draw down over the 10 year period would be equal to the worst absolute value Dollar draw down on the mini S&P using buy and hold.

This shows a near 2,000% improvement in performance over buy and hold whilst maintaining exactly the same absolute Dollar draw down.

This stock market timing system has a long term real time track record and typically trades less than 20 times per year. It  is in the market for less  than 50% of the time which further enhances its risk adjusted return profile.

Ideal vehicle for hedging existing portfolio positions or leveraging returns through the futures market or spread betting.

Devastatingly simple rules means that it can be easily monitored by hand or from a spreadsheet and entries and exits are always known at least the night before – so intra day monitoring is not required.


stock market timing system normalised for maximum draw down
Near 2,000% improvement in risk adjusted returns compared to buy and hold



This stock market timing system genuinely takes less than 2 minutes per day to monitor

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