Despite the assertions of many experts that trying to time the market is futile, StoneTurn’s skilled economists Drs. Atanu Saha and Yong Xu propose a simple, hindsight-free, rule-based method of entry and exit into the stock market, with the goal of improving returns by averting large losses.

Based on nearly a century’s worth of data, the authors demonstrate that a market timing strategy delivers robust and statistically significant outperformance over the benchmark S&P 500 total return index.

Read the full paper in the Journal Of Investment Management.