Fabian Timing Model

Discover the Fabian Timing Model, a market timing strategy tracking the S&P 500, Dow Jones, and Utilities indices. Learn explicit buy/sell rules based on trendi

Published · Updated · Methodology: Technical Indicators

Part of: Market Analysis & Forecasts

  • Methodology: Technical Indicators
  • Content type: strategy
  • Timeframes: Not specified (implies daily/weekly for trend analysis of indices)
  • Markets: S&P 500, Dow Jones, Utilities

Source video

Decoded from: Data Over Opinions: How to Time the Market Using 3 Indices" by Quantified Strategies — watch the original

Key timestamps:

  • 0:00 - Introduction to Fabian Timing Model
  • 0:09 - Markets tracked
  • 0:13 - Buy rule explained
  • 0:16 - Sell rule explained
  • 0:18 - Backtest results

Strategy overview

A market timing model does not tell you what to buy — it tells you whether to be invested at all, collapsing a stream of prices into a binary in-or-out decision. What distinguishes this entry is where that decision comes from: the signal is assembled from three indices read together rather than from a single chart, which makes the model a committee rather than a setup. Confirmation across several broad benchmarks is a deliberately slow design — it gives up responsiveness on the assumption that a move visible in three places at once is more likely to be the market itself than one index's idiosyncrasy.

The entry was decoded from Quantified Strategies' "Data Over Opinions: How to Time the Market Using 3 Indices", and both the channel name and the title stake out a position before any rule is stated: that a timing decision should be settled by measurement rather than by narrative. The format cuts against that stance in one specific way. Every marker in the source — the markets tracked, the buy rule, the sell rule, and the backtest results — falls inside the first twenty seconds, which makes this a short-form clip where the evidence is announced rather than shown. A backtest result cited at the eighteen-second mark is a summary of work done elsewhere: a pointer to research, not the research.

That compression is why this entry carries no extracted rule set, and why the indicator and timeframe fields sit empty even though the catalog files the model under technical indicators — the rules are stated in the source but were never captured in a form anything could be run against. The name is worth noting as well: it is a person's name attached to a model, so it carries a lineage older than the video, and nothing recorded here identifies which version of that lineage the clip presents. What transfers is the architecture — three-index confirmation collapsed into a single switch — while the thresholds that would make it testable stay with the source.

Topics

fabian timing model · market timing strategy · s&p 500 strategy · dow jones strategy · utilities trading · trend following strategy · trading strategy · technical indicators · daily trading strategy · swing trading · pine script · tradingview strategy · index trading strategy

Frequently asked questions

What is a market timing model?

A market timing model is a rules-based way of deciding when to be invested and when to be out, rather than which instrument to buy. It converts price data into a binary exposure decision, so its output is a state — in or out — not an entry signal on a particular chart.

Why does this strategy use three indices instead of one?

The source frames the method around three tracked indices rather than a single benchmark. Requiring agreement across several broad indices is a confirmation design: it reacts more slowly, on the reasoning that a signal appearing in three places at once is less likely to be noise specific to one index.

Are the buy and sell rules for the Fabian Timing Model listed here?

No. The source video states a buy rule and a sell rule, but this entry has no extracted rule set — the clip runs under twenty seconds and the specifics were not captured in structured form, so the indicator and timeframe fields are legitimately empty.

What data would you need to test a timing model like this?

Index-level timing models are normally evaluated on daily or weekly bars across long histories, since the signal is about regime rather than intraday movement, and the timeframe is not recorded for this entry. Strategy Decoder extracts the structure of strategies from video sources so you can evaluate and test them on TradingView.

About this strategy page

This trading strategy was decoded by Strategy Decoder's AI from a public YouTube trading video and turned into a structured, reviewable specification. In the interactive app this page shows the full entry and exit logic, risk management settings, the indicators involved with their parameters, AlgoWizard-compatible logic and a Pine Script export ready for TradingView backtesting — plus an automated backtest verdict when one has been computed for this strategy.

Strategy Decoder catalogs 2,229 decoded strategies. Each one is extracted with confidence scoring, cross-linked to the indicators it uses, and kept up to date as new videos are processed daily. Load this page with JavaScript enabled to use the interactive tools, or start from the strategy explorer to filter by methodology, market and timeframe.

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