View RSS Feed

JTH

Week 12's Flat

Rate this Entry

It was an excellent week. For the S&P 500, the third week of March (week 11 of 52) closed up 2.66% this is above the .76% average week 11 returns, is the 5th best week over the past 21 years, and the 8th best over the past 66 years.

___
Contrasting upcoming week 12 against the 52 weeks of the year, from 1995-2014


  • We show a 35% winning ratio, which is below average, ranking in a 3-way tie for 49th
  • We show -.05% average returns, which is below average, ranking 33rd
  • We show 1.67% average positive returns, which is above average, ranking 23rd
  • We show -.98% average negative returns, which is above average, ranking 4th
  • There is a historical negative bias for week 12, but because the losses aren't too bad, it ranks 25th, of the 52 weeks of the year

mlk_man's account talk-2014-03-20-02-png

___
Contrasting upcoming week 12 against an up/down week 11 from 1950-2014


  • We show the last 65 week 12s have an average 46% winning ratio with .06% average returns
  • For the 40 years when week 11 closed up, week 12 shows a 48% winning ratio with .00% average returns
  • For the 24 years when week 11 closed down, week 12 shows a 50% winning ratio with .20% average returns
  • Under current conditions, week 12 has a very slight negative bias, but the average gains aren't as bad as the winning ratios

mlk_man's account talk-2014-03-20-01-png

___
For week 12, we have trading days 16-20


  • The average 5-day winning ratio is 48%
  • The cumulative 5-day average return is .01%

mlk_man's account talk-2014-03-20-03-png


___
For the last 11 Monday through Fridays


  • Last 3 Mondays closed up (2nd best day)
  • Last 3 Tuesdays closed down (3rd best day)
  • Last 3 of 8 Wednesdays closed up (worst day)
  • Last 7 of 11 Thursdays closed up, (best average returns)
  • Last 4 of 11 Fridays closed up (2nd worst day)

mlk_man's account talk-2014-03-20-04-png


___
TSP Fund Price Performance over the past 20 days (only discussing the F/C/S/I funds)


  • S-Fund ranks 1st with a 60% winning ratio and .10% average returns
  • F-Fund ranks 2nd with a 70% winning ratio and .05% average returns
  • I -Fund ranks 3rd with a 45% winning ratio and .05% average returns
  • C-Fund ranks 4th with a 40% winning ratio and .01% average returns

mlk_man's account talk-2014-03-20-05-png

The I-Fund leads YTD

___
In case you're interested, for 2015's 1st Quarter, we are currently at 2.39% which is just above the 1.75% average returns (over the past 20 years). My expectations for week 12 are for a flat close, so if you have an extra IFT to jump out and back in, then this may be a good time to carve out an edge over the markets. Otherwise, I'll be riding out this wave until I see a valid reason to step aside
mlk_man's account talk-2014-03-20-06-png


Take care…Jason




Submit "Week 12's Flat" to Digg Submit "Week 12's Flat" to del.icio.us Submit "Week 12's Flat" to StumbleUpon Submit "Week 12's Flat" to Google

Categories
Stats

Comments

  1. Bronco07's Avatar
    JTH --- just passing along a much appreciated thank you for the analysis.... cheers :-)
    Updated 03-21-2015 at 12:03 AM by Bronco07 (Spelling)
  2. JTH's Avatar
    Thanks Bronco

S&P500 (C Fund) (delayed)

(Stockcharts.com Real-time)
DWCPF (S Fund) (delayed)

(Stockcharts.com Real-time)
EFA (I Fund) (delayed)

(Stockcharts.com Real-time)
BND (F Fund) (delayed)

(Stockcharts.com Real-time)

Yahoo Finance Realtime TSP Fund Tracking Index Quotes