Based on the excellent 31 year returns delivered by our TrendexPrime combined Repo Rate/Trendex Market Timing Strategy, we have launched two new model portfolios called TDXPRIME (for the SATRIX40 ETF) and TDXPRI-BLU (for our RiskCurves derived "BlueChip" portfolio) to track the live daily performance of this market timing strategy since April 2000. Portfolio performances will be tracked on the SCOREBOARD page along with all the other investment strategies we maintain on this site.

TDXPRIME uses the SATRIX40 ETF to proxy the JSE ALSH Index for periods it is invested in the JSE, as this is a easy and cost effective method for private investors to execute the timing strategy. For investors who don't mind buying 5 seperate shares to make up their own "Market Index" to time entry/exits with, we recommend our risk-curves theory derived BLUECHIP portfolio, which significantly outperformed the ALSH over the last 15 years.

The timing strategy assumes Prime less 3% as the annual interest rate (computed monthly) when it is watching from the sidelines. The performance of these strategies against the ALSH Index is rather convincing, as shown above, especially when one considers they were both only vested in the JSE 38% of the time in the last 10 years! This would have provided for far superior risk adjusted returns than a simple buy-and-hold strategy. Note that dividends and taxes are excluded from all TRI calculations.

To read about the TrendexPrime Market Timing Strategy and its historical performance, go HERE