Backtesting the S&P500 Volatility Timing Model

I’m moving my S&P500 Volatility Timing Model officially into Beta testing. I’ve been backtesting my model for a bit now and plan to compile a list of aggregate rates of return, draw downs, etc.

Looking back through 2005, the timing model has returned a nice profit, +33%. I can’t wait to see what the returns are like during the Dot Com implosion. :)

[tags]Excel, DataMining, NeuralNets, S&P500, Volatility, 401k, Trading, Investing[/tags]