About Hottinger

Dolph Van Laanen

Hottinger Signals founder Dolph Van Laanen, whose interest in financial markets and market signals began in 1978, the second year of his MBA program at the University of Chicago. He quizzed his Finance and Statistics professors, bought an Apple 2E, and after graduation spent many nights in the stacks at the UNC Library in Chapel Hill, copying data from old Wall Street Journals to build some data bases.

He developed, marketed, and eventually sold the E-Zone system (Entry & Exit), which is still in use today.

These latest Weekly Index Signals were developed in response to a request from a friend, but proved so successful they merited marketing. You are now one of the fortunate recipients.

Each week, the Hottinger Signals methodology evaluates historical market behavior using a structured analytical process. The purpose is to determine whether the available historical evidence supports issuing a signal.

The approach is intentionally selective.

Hottinger Signals does not believe that a prediction must be made simply because another week has begun. If the historical evidence does not meet the model’s criteria, no signal may be issued. This disciplined approach is an important part of the methodology.

Our goal is clarity—not constant activity.

Subscribers should understand that signals are not guarantees of future market performance. Financial markets involve risk, and historical patterns cannot predict future results with certainty. Hottinger Signals is designed to provide analytical information that subscribers can consider as part of their own decision-making process.