Current stock and bond market timing and trading system signals
"The sniper only hunts down valuable targets ...
... and our "designated target" ...

consistent profits!"
SIGNALS:
Current signals
Stock index signals
Bond signals
Gold stocks signals
Performance
RISK INDICES:
Stock risk index
Bond risk index
NEWSLETTER:
Free subscription
BACKGROUND/INFO:
FAQ
Random trading
Value at risk
Trading tips
Financial literature
Links
RISK DISCLAIMER:
Risk disclaimer

FREE Newsletter:
Subscribe to our free weekly email newsletter and receive all current market timing signals.
Email address:

SNIPER Market Timing: Stock market crash indication and global equity risk indices

On this web page you will find our stock market risk indices. These benchmarks indicate the risk of global and regional stock market investments on an aggregated basis.

Please visit also our special web pages on the stock market crash of 1987 ("Black Monday", 19.10.1987), stock market crash of 1929 ("Black Thursday", 24.10.1929 + "Black Tuesday", 29.10.1929) and bear market 2000 - 2003.

Subscribe to our free newsletter in order to receive the current stock market crash indication plus all stock and bond trading system signals of our timing models.



A. Weekly global / world stock market risk index

Current weekly global / world stock market risk (97 markets)
as of
29.08.2010 - Next update: 05.09.2010
 65%  Bearish

Weekly historical data since inception:
Stock market crash indication and risk index - Historical data since 27.05.2002

Global stock market crash indication + risk index
Legend:
 Very bearish  80% - 100%
 Bearish  60% - 80%
 Neutral  40% - 60%
 Bullish  20% - 40%
 Very bullish  0% - 20%


B. Weekly regional stock market risk sub indices

The regional stock market risk sub indices are derivatives of our composite world stock market risk index, which currently tracks 97 world stock markets.

The online publishing of our regional stock market sub risk indices started on 09.05.2005.


 Risk Sub Index for Western Europe + North America (28 markets)  90%  Very bearish
 Risk Sub Index for the Asia/Pacific-Region (20 markets)  65%  Bearish
 Risk Sub Index for Eastern Europe + Russian Federation (17 markets)  57%  Neutral
 Risk Sub Index for Latin America (10 markets)  40%  Neutral
 Risk Sub Index for Middle East + North Africa (14 markets)  55%  Neutral
 Risk Sub Index for Africa (8 markets)  46%  Neutral
 Risk Sub Index for EAFE (Europe, Australia and the Far East) (21 markets)  92%  Very bearish
 Risk Sub Index for Emerging Markets (24 markets)  49%  Neutral

Weekly historical data since inception:
Stock market crash indication and risk sub indices - Historical data since 09.05.2005



Example: Timing global stock markets with our weekly global stock risk index:

We also use our global risk index to time our investments in global stock markets:

BUY criteria: If our risk index is below 50%, we are going to invest in a portfolio of global stock markets.
SELL criteria: If our risk index is above 50%, we are moving our money into a cash position on the sidelines.

  • The next charts show hypothetical trading results from back testing. The back testing period started on 02.01.1959. These results have certain limitations: Due to the fact that all the trades included in this back testing have not actually been executed in realtime, actual results may be different, under or over compensated for results. Generally hypothetical trading performance results are prepared with the benefit of hindsight.
  • These hypothetical returns are not compounded. That means that this timing strategy does not reinvest profits. Consequently the hypothetical total return would obviously be far larger if the returns were compounded or even by utilizing leverage.
  • No slippage, commissions and dividends were used.
Performance of the "Risk Index <= 50%"-Strategy and of the "Risk Index > 50%"-Strategy:

The blue line shows the cumulated hypothetical performance of our "Risk Index < 50%"-Strategy in comparison to the hypothetical performance of a buy-and-hold-approach (green line). As you can see an investment in global equities - if our proprietary risk index is below 50% - could outperform a buy-and-hold-approach on a hypothetical basis. On the other hand a hypothetical investment in global equities - if our risk index is above 50% - is not profitable as indicated by the decreasing cumulated performance (red line).
Cumulated performance of our global risk index investment strategy since 1959

This simple but elegant timing strategy beats the buy and hold-approach on a hypothetical basis -> please compare the blue bar with the green bar! The red bar indicates that equity investments are not profitable if the risk index is above 50%.

Performance of our global risk index investment strategy


IMPORTANT: The risk index and the risk index timing strategy are not intended to provide personal investment advice. The risk index and the risk index timing strategy have been prepared solely for informational purposes, and are not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading or timing strategy. The risk rating and the risk index timing strategy do not provide, imply, or otherwise constitute a guarantee of performance. Therefore it should not be assumed that future risk ratings will be profitable or will equal past performance, real, indicated or implied. Past performance is not necessarily indicative of future results.
Please also read our detailed risk disclaimer and disclosure statement.

Home | Stock system | Bond system | Newsletter | Disclaimer | FAQ | Site map | About us | Contact | Links
Web imprint / Impressum
Copyright © 2001-2010 SNIPER Market Timing. All rights reserved.