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Schulenberg and Associates, Inc. (since 1981): Originators of the Thermodynamic Approach to Stock Market Timing and the Stock Strategist™ Newsletter
Schulenberg and Associates, Inc. is a company that specializes in innovative software products and solutions, and with a special emphasis on the design of mathematical algorithms. Over the past quarter century we have concentrated our efforts on five major areas: (1) the generation of stock, ETF, and mutual fund timing signals, (2) research on innovative solutions to problems in nonlinear mathematical modeling and number factorization, (3) the development of large-scale database applications, (4) the creation of support tools for Space Shuttle flight software development, and (5) software products for Spanish language education, machine translation, and corpus linguistics.
Our experience with stock market timing and equity modeling began in 1987 when we added neural network capabilities to our EDES™ (Empirical Data Expert System) program. Development of our Stock Strategist ™ software began in 2000, and we started publishing our daily Newsletter and market timing reports in October 2004. On 9/27/06 we began utilizingTimerTrac™ to conduct independent verification of our stock market signals.
After graduating from the University of California at Berkeley (math/physics), Craig W. Schulenberg began his programming career at the MIT Instrumentation Laboratory in Cambridge, Massachusetts (now the Charles Stark Draper Laboratory). While a member of the Apollo team he was responsible for integrating the flight software load file for Apollo 11 (LUMINARY), and for the programming and testing of the Lunar Module (LM) onboard guidance computer software for the lunar ascent (P12), aborts during the lunar descent (P70,P71), and the final phases of the lunar landing itself (P66,P67). Some additional biographical information can be found in Gary B. Smith's archived Real Money™ articles: On the Comp, a Bounce Then a Leg Down? and .
Schulenberg Stock Strategist™ (SSS) "Maxwell-Boltzmann" Stock Market Timing Models
The basis for the Stock Strategist™ is an entirely new approach to viewing the stock market, that is, from a thermodynamic standpoint. In thermodynamics, the Maxwell-Boltzmann distribution describes the relationship between the absolute temperature of a gas and the percentage of molecules that will have speeds within specified limits. This relationship works both ways: given a distribution of molecular speeds you can determine the temperature of a gas, and given the temperature of a gas you can determine the molecular speed distribution. We utilize an analogous concept in determining the effective temperature of the stock market. We call this value the MTI (Market Timing Indicator), although the acronym might also be considered to stand for "Market Temperature Indicator". Instead of gas molecules we consider an ensemble of over 8500 stocks and ETFs; instead of looking at the number of gas molecules within specified speed ranges we consider the distribution of "long" holdings within a spectrum of specially designed stock portfolios (with unusual buy and sell criteria). In a way, this is Technical Analysis ... but firmly rooted in the fundamental forces that underlie the stock market.
Our current QQQQ timing model was finalized at the end of January 2005, after incorporation of logic to take account of crude oil prices. Since 2/1/05 we have been tracking actual performance gains in trading QQQQ both long and short. Our signals are generated each evening, and trading profits are calculated on the assumption that all trades are made the next morning at the open price for QQQQ. In addition to QQQQ we generate daily buy and sell signals for over 1,500 stocks and ETFs, as well as 1,100 mutual funds.
Signal Verification (Tracking by TimerTrac™)

We utilize Timertrac™ to monitor our actual QQQQ signal performance. Timertrac™ is an independent market timing signal certification service that provides direct comparisons of the actual performance of hundreds of market timing signals.
The tracking of our QQQQ signal began on 9/27/06. In addition, each week we submit a market analysis to TimerTrac for incoporation into their Broadcast emails. The expanded texts of our weekly TimerTrac Broadcasts are available (Broadcasts). If you would like to receive their bi-weekly Broadcast emails, then you should contact TimerTrac at the link shown above; it's free, and it summarizes the current thinking of a number of market timing organizations -- not just us.
The following graph shows that our QQQQ signal is perhaps even more useful when trading IWM (the Russell 2000 ETF). The actual trading performance for the past 12 months is shown in the following graph, and is compared against the Russell 2000 Index:

As of 9/308 we have added 5 more "Voted" Signals, so that in addition to QQQQ we now have customized high accuracy models for SPY, DIA, IWM, MDY, and SMH. For the actual performance of all 6 of our Voted Signals (from 9/4/08 to the present), please click on the following TimerTrac medallion:

| Newsletter Subscriptions
A subscription to the Strategist Newsletter™ provides 13 daily reports that address the full range of investment approaches: a QQQQ day-trading signal, short-term (S/T) signals for 1,000 stocks and ETFs, intermediate-term (I/T) signals for 1,600 stocks and ETFs, daily buy/hold/sell signals for over 1,100 mutual funds, and 67 different stock and ETF Portfolios (short-term, intermediate-term, and aggressive). Also, four different Allocation (Hedging) Vectors are provided that will help you safely allocate capital between long positions, short positions, and cash. Newsletter subscriptions are for a 3-month period.
SWReg™ accepts all standard credit cards.
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