The following graphs show the NTSM output for the past 6-years. The Black line is the S&P 500. The Blue line is the NTSM daily output. Results of the NTSM output above the green line indicate a Buy. Points below the Red line indicate a Sell. I have added Red circles at Sell points and Green circles at Buy points. This should give an idea of the amount of trading required to follow the NTSM system.
Results (gains and losses) are summarized in the "Backtesting the NTSM System" page. Overall, the NTMS has beaten the S&P by 78% over the last 6-yrs on a compound basis.
2011 (Beat S&P by 11.7%)
2010 (beat S&P by 22%)
2009 (underperformed S&P by 10%)
2008 (beat S&P by 31%)
2007 (underperfromed S&P by 4%)
2006 (underperformed by 1%)
