It seems there are models that study the market timing ability of funds. Models such as the Treynor-Mazuy and Merton-Henriksson. One can also study the bull beta and compare it to a bear beta.
My problem here is to analyze a series of trade I have made on a stock and be able to say whether or not I had market timing abilities.
The reason, I think, I can't use the models mentioned is because they don't seem to be "trading-oriented". In my opinion, the act of buying and selling can only bias a comparison between the returns of my position and those of the underlying stock. Nor do I think that looking only at the bottom line is a good indication.