Trading Time Machine
Mechanical Systems.
Mechanical Systems.
Honest Research.
No Hype.
I'm Dave Johnson. Former investment advisor, mechanical trading system developer, and quantitative researcher. I build rules-based systems and share the research behind them openly.
Flagship systems. Free trader tools. Nightly market forecasts. Honest backtests. All in one place.
Flagship Trading Systems
Two rules-based SPY systems with decades of verified performance. Every entry, exit, and filter defined in advance and tested against real market data.
Annual Subscription
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Lifetime License
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Elite SPY Trading System
Two mechanical engines running simultaneously. Trend ORP captures the overnight risk premium. Mean Reversion enters on systematic pullbacks. Together they produce 32 years of results that are difficult to find anywhere in this class of system.
18.61%
Annual Return
1.94
Sharpe Ratio
-10.66%
Max Drawdown
Bear Hunter
A tactical SPY system built specifically for turbulent markets. It only trades when the VIX is elevated, sits in cash when markets are calm, and has been positive in every major crash year since 1996. One payment, no renewals.
13.58%
Annual Return
2.75
Profit Factor
-12.38%
Max Drawdown
Free Trader Tools
Professional-grade market tools available to everyone. No subscription required.
SPY Short-Term Forecast
A nightly updated forward market forecast using pattern matching across decades of SPY history. 1 to 10 day outlooks updated each evening after the close. One of the most useful free tools on the site.
View the Forecast →
Trader Tools Dashboard
Live voice squawk powered by FinancialJuice, streaming market news, a Tickstrike audio feed, and a full economic calendar with upcoming events and forecasts. Everything a serious trader needs in one page.
Open the Dashboard →The Research
Where the backtests, methodology, and market studies get published openly.
Trading Time Machine on Substack
Mechanical trading systems, honest backtests, and quantitative research published regularly. The logic behind the systems, the data behind the claims, and the occasional study that does not fit neatly into a product page. Free to subscribe. No paywalls on the research.
backtest.substack.com
The Architect
Dave Johnson | System DeveloperI'm Dave Johnson, a former investment advisor who spent years managing tens of millions in client portfolios. I have been developing trading strategies for myself and clients for over 30 years.
In my own portfolio I run more than two dozen mechanical trading systems spanning micro to weekly timeframes, all executing automatically every day. That depth of experience is what sits behind the systems and research published here.
This site is where I share that work honestly, the backtests, the logic, and the results, good and bad.
Read the full story →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