In January, 2011 we began to produce commentary called "Market Crash Indicators". It is now fully produced on a weekly basis only in The Buttonwood Club, detailed breakdown. We remain at DEFCON 2 75% invested.
This methodology has resulted in a return of 32.95% versus the S&P 500 return of 12.75%. YTD we are up 12.89% versus the S&P 500 16.47%. Remember our calculations are based on Thursday to Thursday closes.