Simple timing system

From 1/3/05 to 12/29/05:
251 trading days: 115 down, 136 up. average down day: -0.68%, average up day: 0.59%. cumulative period return 1.9%. 43 points gained.

133 days when compq:tlt > 20d average, 48 down, 85 up. average down day: -0.51%, average up day: 0.58%. cumulative period return 28.4%. 526 points gained.

118 days when compq:tlt < 20d average, 67 down, 51 up. average down day: -0.79%, average up day: 0.59%. cumulative period return -21%. 483 points lost.