Volume & money flow · daily rule · Healthcare
Money Flow Index on Sienna Senior Living
SIA with the play, last two years
Shading shows the play's call from the close that triggered it.
Money Flow Index (14)
Dashed lines at 20, 80.
Growth of C$10,000 since 2010
Log scale. After trading costs, with T-bill interest while out.
The record
The play against buying and holding SIA over exactly the same dates, after costs.
| Play, since 2010 | Hold, since 2010 | Play, 5 yrs | Hold, 5 yrs | |
|---|---|---|---|---|
| Annual return | +7.4% | +11.5% | +14.0% | +13.2% |
| Total return | +223% | +488% | +92% | +85% |
| Worst drawdown | −48.2% | −53.2% | −17.2% | −28.6% |
| Volatility | 16.4% | 21.3% | 13.9% | 19.8% |
| Sharpe ratio | 0.43 | 0.55 | 0.74 | 0.53 |
| Time invested | 35% | 100% | ||
| Switches per year | 2.6 | 0 |
Every call, graded
Right on 27 of 43 closed calls (63%). In calls averaged +5.8%; out calls saw SIA move +4.0% on average.
| Called | Call | Price | Until | SIA moved | Result |
|---|---|---|---|---|---|
| Jun 3, 2026 | IN | C$20.71 | now | −6.5% | open |
| Apr 20, 2026 | OUT | C$22.45 | Jun 3, 2026 | −7.8% | ✓ right |
| Dec 16, 2025 | IN | C$19.46 | Apr 20, 2026 | +15.4% | ✓ right |
| Nov 20, 2025 | OUT | C$19.36 | Dec 16, 2025 | +0.5% | ✕ wrong |
| Aug 5, 2025 | IN | C$17.38 | Nov 20, 2025 | +11.3% | ✓ right |
| Apr 4, 2025 | OUT | C$15.36 | Aug 5, 2025 | +13.2% | ✕ wrong |
| Dec 31, 2024 | IN | C$14.35 | Apr 4, 2025 | +7.0% | ✓ right |
| Jan 17, 2024 | OUT | C$10.18 | Dec 31, 2024 | +41.0% | ✕ wrong |
| Mar 21, 2023 | IN | C$8.56 | Jan 17, 2024 | +18.9% | ✓ right |
| Jan 25, 2023 | OUT | C$9.51 | Mar 21, 2023 | −10.0% | ✓ right |
| Dec 21, 2022 | IN | C$8.53 | Jan 25, 2023 | +11.5% | ✓ right |
| Aug 2, 2022 | OUT | C$10.28 | Dec 21, 2022 | −17.0% | ✓ right |
An in call is right when the price rose before the next call; an out call is right when it fell. The latest 12 of 44 calls shown.
How the play works
- In when the 14-day MFI crosses up through 20.
- Out when it crosses down through 80.
The creators also stress divergences, which this rule ignores.
The case against
Valeriy Zakamulin tested moving-average timing on up to 155 years of U.S. stock data and found no statistically significant edge in the second half of that record. The rules earned their keep in a few severe bear markets and lagged buy and hold for long stretches in between.