Momentum · daily rule · Indexes & ETFs
Know Sure Thing on S&P 500 ETF
What the play says
Latest reading: KST 11.01 · Signal 5.59
SPY with the play, last two years
Shading shows the play's call from the close that triggered it.
Know Sure Thing
Dashed line at 0.
Growth of $10,000 since 2005
Log scale. After trading costs, with T-bill interest while out.
The record
The play against buying and holding SPY over exactly the same dates, after costs.
| Play, since 2005 | Hold, since 2005 | Play, 5 yrs | Hold, 5 yrs | |
|---|---|---|---|---|
| Annual return | +4.3% | +11.0% | +6.9% | +13.9% |
| Total return | +147% | +861% | +39% | +91% |
| Worst drawdown | −26.3% | −55.2% | −17.8% | −24.5% |
| Volatility | 10.7% | 18.9% | 10.5% | 17.1% |
| Sharpe ratio | 0.28 | 0.55 | 0.33 | 0.62 |
| Time invested | 48% | 100% | ||
| Switches per year | 14.2 | 0 |
Every call, graded
Right on 117 of 310 closed calls (38%). In calls averaged +0.6%; out calls saw SPY move +1.0% on average.
| Called | Call | Price | Until | SPY moved | Result |
|---|---|---|---|---|---|
| Oct 6, 2026 | IN | $779.09 | now | −0.1% | open |
| Aug 25, 2026 | OUT | $764.01 | Oct 6, 2026 | +2.0% | ✕ wrong |
| Aug 5, 2026 | IN | $767.88 | Aug 25, 2026 | −0.5% | ✕ wrong |
| Jul 23, 2026 | OUT | $736.35 | Aug 5, 2026 | +4.3% | ✕ wrong |
| Jul 9, 2026 | IN | $749.85 | Jul 23, 2026 | −1.8% | ✕ wrong |
| May 20, 2026 | OUT | $737.51 | Jul 9, 2026 | +1.7% | ✕ wrong |
| Apr 7, 2026 | IN | $655.90 | May 20, 2026 | +12.4% | ✓ right |
| Jan 21, 2026 | OUT | $680.09 | Apr 7, 2026 | −3.6% | ✓ right |
| Jan 2, 2026 | IN | $677.88 | Jan 21, 2026 | +0.3% | ✓ right |
| Dec 19, 2025 | OUT | $675.32 | Jan 2, 2026 | +0.4% | ✕ wrong |
| Dec 3, 2025 | IN | $676.59 | Dec 19, 2025 | −0.2% | ✕ wrong |
| Nov 10, 2025 | OUT | $674.17 | Dec 3, 2025 | +0.4% | ✕ wrong |
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 311 calls shown.
How the play works
- In when the KST is above its 9-day signal line.
- Out when it is below.
Pring preferred weekly and monthly KST for the main trend. The daily version is a shorter-term reading.
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.