Trading Time Machine
Mechanical Systems.
Mechanical Systems.
Honest Research.
No Hype.
Rules-based trading systems, volatility signals, market forecasts, and quantitative research built from decades of real market data.
The goal is not to predict everything. The goal is to define the rules before the market moves.
Trading Systems and Signals
Different systems for different market conditions. Every entry, exit, and filter is defined in advance.
Core SPY System
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Tactical Bear-Market System
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Volatility Signal System
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Elite SPY
A two-engine mechanical SPY system combining overnight trend exposure with tactical mean reversion.
18.61%Annual Return
1.94Sharpe Ratio
-10.66%Max Drawdown
Bear Hunter
A tactical SPY strategy built specifically for turbulent markets. It trades only when volatility is elevated and stays in cash when conditions are calm.
13.58%Annual Return
2.75Profit Factor
-12.38%Max Drawdown
VIX Kinetic
An end-of-day volatility signal designed to identify when the historical odds favor a short-term rise in VIX.
338Historical Signals
87.9%Positive Signals
+8.9%Avg Positive Move
The System Comes Before the Story
Markets always provide a convincing explanation after the move.
The harder work is defining the rules before it happens.
Every system on this site is built from explicit conditions, historical testing, and predetermined exits. The goal is not certainty. It is a repeatable process for acting when the odds shift.
The story is optional. The rules are not.
Free Trader Tools
Practical market tools available without a subscription.
SPY Short-Term Forecast
A nightly updated forward market forecast using pattern matching across decades of SPY history, with 1 to 10 day outlooks.
View the Forecast →
Trader Tools Dashboard
Live voice squawk, streaming market news, audio alerts, and a full economic calendar in one place.
Open the Dashboard →Read the Research Before You Buy Anything
The systems come from the research, not the other way around.
Trading Time Machine on Substack
I publish the methodology, the tests, the failures, and the occasional result that surprised me. The research is free to read.
backtest.substack.com
The Architect
Dave Johnson | System DeveloperI am Dave Johnson, a former investment adviser and trading system developer with more than 30 years in the markets. I spent years managing tens of millions in client portfolios. Today I run more than two dozen mechanical systems across multiple timeframes.
This site is where I show the work. The rules. The tests. The wins. The failures. The parts that hold up, and the parts that do not.
Read the full story →Use the Tools. Read the Research. Explore the Systems.
Everything here is built around the same idea. Define the process first. Let the market decide what happens next.
I have been a subscriber to the Elite SPY Trading system for about 3 years and I have found the system to be very effective at driving returns while minimizing market anxiety. Dave is always a welcome guiding hand when it comes to markets.
P. Besozzi – Retired Real Estate Developer in CT
Having traded the Elite SPY system for many years, I can confirm it is exceptionally straightforward to understand and follow. Its low activity approach, involving only one or two trades at the market open, makes it highly accessible, especially when compared to more active trading systems. Having some background in system development, metrics, and analysis, I find Elite SPY to be an ideal solution for both seasoned investors seeking a low-maintenance, manageable strategy and those new to system trading looking for an excellent starting point. It is perfectly positioned to help drive index-level returns. Furthermore, Dave has provided truly outstanding support, offering helpful guidance on implementing the system and promptly answering all my questions. His generosity with his time and availability to address any issues are invaluable. Based on my personal and positive experience, I wholeheartedly recommend following both Dave and the Elite SPY system.
T. Borth – Private Investor in Minnesota
Dave has been a critical component to my development of strategies through the years. The Elite SPY System has been a part of my portfolio for over 6 years now. It has been simple to implement and the performance has been outstanding through covid crashes, the 2022 bear market, and subsequent bull markets.
R. Bhatia – Developer / Entrepreneur / Aviator in NYC
Dave has been a friend and a steady hand in my portfolio through the years. I knew him when he was working as an Investment Advisor and subsequently I have integrated the Elite SPY System into my overall portfolio. It adds a layer of peace of mind to my overall portfolio.
J. Sloane – Luxury Real Estate Broker specializing in Manhattan