Can I Beat Decision Moose's Performance

My simple answer is "probably not". Decision Moose is a proprietary asset allocation and market timing signal provided for free (will soon be a small monthly fee) by William Dirlam. I recently came across his web site and were amazed with his calls and his performance which published on his site. He uses technical analysis to time the ETF index funds with the objective of consistently outperforming the financial market averages and minimizing the risk.

From his transaction history page for the period between 5/7/2000 and 12/29/2009, he turned an initial investment of $100,000 into $957,796 within 10 years. It was an incredible number. For my curiosity, I did a back-testing using my favorite weekly moving average with added filters and see I could at least match his result. I used his preferred ILF index fund with data only available from late 2001. My first buy signal alert happened on 4/4/2003. It generated 3 buys and 2 sells with one remaining open position. With an initial hypothetical investment of $100,000, the realized profit is $482,331 and unrealized profit is $229,545. It resulted with a total profit of $711,876.

As most people know that back-testing or past performance is no guarantee of future results. But I am glad that I can use a simple moving average technique and other technical analysis filters as one of the tools for my investments. 

                                (click the chart to enlarge)