Calendar Effects Trade

April 24, 2025

The Sherman Delta-V long-term indicator, as well as the Starpath and Starflux short-term indicators continue to signal a negative market environment. As a result, many of our widely utilized models are positioned in the seasonal Calendar Effects model, which is specifically designed to mitigate risk by avoiding historically volatile trading periods. The Calendar Effects model aims to reduce risk exposure by up to 70%.

If you invested in the Dow just in the red zones shown above for the last 70 years since 1951, the Dow would have increased only 1,362 points during those 70 years. However, investing during the green zone periods saw the Dow increase 28,975 points.

Model Updates: Today the Calendar Effects model re-entered the market. This involved selling the Money Fund and purchasing the top three ranked U.S. style box index ETFs. The three indexes include the S&P 500, S&P 500 Value, and the Dow Jones Industrial average. The Calendar Effects model will move back out of the market on Monday, May 5.

This change impacted the following models:

• Delta-V + Calendar w/ Starpath
• Harmony 2

(Both within the Tactical Growth and Tactical Defensive Portfolios)

Additionally, it affects:

• Calendar Effects
• Delta-V + Calendar
• Breakaway Russell 1000 and S&P 500 models (individual stock base models)
• Sector Rotation II
• Synergy models
• Risk Managed Energy models
• Shield models

Please feel free to reach out if you have any questions or need further details.

Best Regards,

Cliff M. Robello, CFP®, ChFC

Sheri Cabral, President

CMR Financial Advisors | (808) 537-2912

Mailing Address:

111 Hekili St Ste A PMB 607 Kailua, HI 96734

Office:

1003 Bishop Street, Suite 2620

Honolulu, HI 96813