It is almost seen as a truth, that you can not beat a stock market index with a series of buy/sell decisions (of the same index). A buy and hold approach is believed to produce a better result. When Fama in 2013 shared the Nobel prize for his Efficient-market-hypothesis, this could be interpreted as a proof of the difficulties in timing the market.
However, our standpoint is another one: It is possible to time the market, but it is difficult. Practically speaking, a method can be found which works well in relation to historical data (as seen in backtesting).
Our method is based on the analysis of price movements. Since we analyse the price development, the result in detail is somewhat influenced by the currency base. However we see that for good use, it suffices to see the indices in the original local currency. Also, it can theoretically be argued, that if you have a method based on sound thinking, it ought to function best in the exact currency of the local index.
Below you see some results of us. The sole purpose of this page is to show these. If you have any questions, you can reach us at firstname.lastname@example.org