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Trading the Stats: February, Week 5, Part 2/2

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Trading day of the week: Previously, I've only been posting 5 trading days of data to keep the percentile data tables visible. Problem is, this doesn't leave much room for the user to forecast ahead, so I've increased from 5 to 10 trading days, and replaced the percentile data tables with their actually ranking.

The indexes and categories are ranked against themselves (not against each other) As an example, the day with the highest winning ratio will be marked #1, this means that for SPX, trading day 8 has the best winning ratio. Also, the Ave. % all is inverted, so that the best gains (least loss) is ranked number 1, this means that for SPX, trading day 5 has the best Ave. % all or loses the least amount across all down days.

Here's the Overall 10-day forecast:

SPX ranks 2nd, with an average 55% winning ratio and .07% average gains
W4500 ranks 1st with an average 61% winning ratio and .15% average gains
AGG ranks 3rd with an average 47% winning ratio and -.43 % average gains

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Day of the Week: (Monday-Friday)
SPX's Tuesday ranks as the best, with Thursday narrowly beating Wednesday as the worst (due to the weaker Ave % all gains)
W4500's Tuesday ranks as the best, with Thursday as the worst
AGG's Friday ranks as the best, with Monday as the worst

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Price performance for the first & last 3 days of the month:
SPX has an average start and slightly below average finish
W4500 ranks best, with both a strong start and strong finish
AGG has a very weak start, with a very strong finish

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JTH-ESD (Evolving Statistical Data): ESD is currently -4.96% MTD and -4.96% YTD. This system does not calculate the best statistical outcome for a month. Instead, it calculates the best statistical outcome for a month in combination with the IFT restrictions, meaning the system can only move twice a month.
23 Jan 2016: Over the past few days. the performance gap between SPX/W4500 appears to be stalling, if the downside is finished, then there appears to be more value in the underpriced small caps. For January, ESD will stay in the C-Fund unless there's a reason to switch to small caps.
30 Jan 2016: The performance gap has continued to stall, with a narrow .16% gap over the past 10 days. At this time, I will continue to leave ESD in the C-Fund until a direction is decided. For February, the two days highlighted in yellow (12 & 16 Feb) indicate a holiday gap which is Presidents Day on the 19th. On 17 Feb, all combinations move into the safety of the G/F funds. ESD is currently projected to follow this path.


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JTH-ALPAFS (Advanced Point & Figure System): ALPAFS is currently -2.76% MTD and -2.76% YTD.
23 Jan 2016: SHORT-TERM, ALPAFS is BULLISH with SPX/W4500/TRAN/NDX flipping over to a buy this past Friday.
30 Jan 2016: Thus far, the 22 Jan buy signal has proven to be valid.
__SPX has 3 higher highs & a double bottom higher low
__W4500 has 3 higher highs & 2 higher lows
__TRAN has 2 higher highs & a double bottom higher low (working on the 3rd high)
__NDX has 2 higher highs & 1 higher low

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For myself, I'm currently down -8.70% MTD and -8.70% YTD
After exiting the S-Fund on 21 Jan, I've decided to chase better performance in the C-Fund for the remainder of January. For February I'll plan to stay invested for the next 2 weeks, with the potential to swich back into the S-Fund (unless we fall through the bottom again)

Trade safe

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Updated 01-30-2016 at 09:29 AM by JTH

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