JTH

Finishing out the third week of November, week 46 showed gains for SPX/W4500/AGG, and while this wasn’t enough of a gain to offset the previous week 45’s loss, it was a good start for building momentum as we head into week 47.

Month-to-Date: SPX is up .47%, W4500 is up .17%, and AGG is down -1.18%

Previous Week 46: SPX closed up 3.27%, W4500 up 2.46%, and AGG up .06%

Weekly: Looking ahead to week 47, SPX has very strong historical stats, W4500 shows significant weakness, and this is AGG’s best historical week in the 13-week period.

Wk 47 SPX ranks as the 3^rd best week in the 13-week 4^th quarter period, with the 3^rd best winning ratio, 7^th best positive average gains, 3^rd best average gains, and 4^th best negative average gains.


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Wk 47 W4500 ranks as the 10th best week in the 13-week 4^th quarter period, with the 11th best winning ratio, 8^th best positive average gains, 11th best average gains, and 6^th best negative average gains.


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Wk 47 AGG ranks as the 1st best week in the 13-week 4^th quarter period, with the 1st best winning ratio, 6^th best positive average gains, 3^rd best average gains, and 1st best negative average gains.


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Let’s see what happens to week 47 after week 46 closes up

For week 47, after week 46 closes up, the stats for both SPX & AGG are slightly weaker, but still fall within positive expectations. The stats for W4500 strengthen, but they still fall short of the historical multi-week long-term averages.


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Note: The markets will be closed on Thursday for Thanksgiving, and a ½ day on Friday

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DAILY: For November, this week we have trading days 16-19, with W4500 giving us both slightly higher winning ratios & average gains.


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The last 3 days of November start this Thursday, and show us W4500 has a statistical edge over SPX/AGG.


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The first 3 days of December start on Tuesday 1 December, and show W4500 has a strong edge over SPX/AGG. For the last 3 trading days of December, there is less data to work with because there are a full 22 days (normally we don’t get to trading day 22) For SPX instead of having the usual 41 points of data (or 41 trading day 22s) we only have 18 points of data.


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JTH-ESD: Some of you may have noticed the ESD system on the tracker. I did not post all the trades this year, because I was away from the forum, but I did go back and back-test those missing months. It did not perform well this year (worse than its current position on the tracker). I haven’t talked much about it because it’s still in beta, but I'm going to start working on it again because I believe there will eventually be value in the system, It's a matter of finding the right attributes to extrapolate the strongest & most accurate results. Long story short, ESD (Evolving Statistical Data) uses various forms of historical data from the F/C/S funds, using IFT restrictions, and then calculating the best potential outcome.

ESD is currently in the S-Fund. For December, the IFTs are posted below and since it is not always possible to start in the best performing combination of the next month, I've listed the best fund combinations in order of performance. In this example, ideally the system wants to start December off in the S-Fund, but if it can’t (because it ended the previous month in another fund, then it chooses the next best combination).

Currently, Month-to-Date for November, ESD is up 2.29%



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Not much more to add, as I stated in the previous blog, I expected the low to be put in either last week or this week (the lull of November) and I think we’ve already put in our low for this month and perhaps the remainder of the year.

Stay invested…Jason