Trading Time Machine
Mechanical Trading Systems.
Mechanical Trading Systems.
Honest Research.
No Hype.
Rules-based trading systems, volatility signals, and a free Daily SPY Forecast built from decades of real market data.
The goal is not to predict everything. The goal is to define the process before the market moves.
Free after each market close
Start With the Daily SPY Forecast
One concise email turns the current market setup into a practical exposure guide and a detailed forward outlook.
- Recommended Exposure on a 0% to 150% maximum scale
- Expected return and movement over 3, 5, 10 and 20 trading days
- Forward path, finish ranges and price-travel probabilities
- The full-resolution forecast attached to every email
Sample generated from the completed September 17, 2026 market session.
Trading Systems and Signals
Different tools for different market conditions. Every entry, exit and filter is defined before the trade.
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 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%Average positive move
Historical and backtested results are not guarantees of future performance. See each system page for methodology and assumptions.
The idea behind the work
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
Useful market information without another subscription or another sales pitch.
Trading Time Machine on Substack
Read the Research
I publish the methodology, the tests, the failures and the occasional result that surprised me. The research is free to read.
Read on Substack“The systems come from the research, not the other way around.”
Backtests, market studies and notes from the workbench. Subscribe Free
Built by Dave Johnson
More Than 30 Years in the Markets
I am a former investment adviser and trading system developer. I spent years managing tens of millions of dollars in client portfolios. Today I run more than two dozen automated systems in my own portfolio across multiple timeframes.
Those systems are separate from the systems offered on this site, but the experience of building, testing and deploying them is the foundation of the work I publish here.
Read My Story30+ yearsExperience across multiple market cycles
Two dozen+Automated systems running in my own portfolio
Rules firstSignals and exits defined before the market moves
What Subscribers Say
Comments from people who have followed the work and used the systems.
“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 Connecticut
“Having traded the Elite SPY system for many years, I can confirm it is exceptionally straightforward to understand and follow.”
T. Borth
Private Investor in Minnesota
“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 and Aviator in New York City
“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 in Manhattan
A practical place to begin
Get the Daily SPY Forecast
Start with the free nightly email. You will receive Recommended Exposure and the full quantitative forecast after each completed market session.
For informational and educational purposes only. Model outputs, historical tests and past performance do not guarantee future results. The Daily SPY Forecast is algorithmic guidance, not individualized investment advice. All investment decisions remain the responsibility of the reader.