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JTH

Trading the Stats: Week 6

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Kicking off February with a wonderfully horrible week, this was the S&P 500's 4th worst Week 5 over the past 66 years, here’s the bottom 10

2008 -4.60%
1999 -3.14%
1974 -3.14%
2016 -3.10%
2003 -3.04%
1957 -2.91%
1982 -2.61%
1988 -2.38%
1979 -2.32%
2002 -2.32%

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SPX’s Week 6 ranks as the 9th best week within the 13-week 1st quarter period (COLD)
__3rd best winning ratio
__12th best positive average gains
__8th best average gains
__9th best negative average gains
Rolo's Account-2016-06-w-spx-png

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W4500’s Week 6 ranks as the 3rd best week within the 13-week 1st quarter period (HOT)
__6th best winning ratio
__3rd best positive average gains
__5th best average gains
__5th best negative average gains
Rolo's Account-2016-06-w-w4500-png

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AGG’s Week 6 ranks as the 6th best week within the 13-week 1st quarter period (AVERAGE)
__9th best winning ratio
__4th best positive average gains
__7th best average gains
__2nd best negative average gains (2nd best of the quarter)
Note: Weeks 3-7 are statistically weak in both winning ratio and average gains.
Rolo's Account-2016-06-w-agg-png

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What's historically happened to Week 6 when Week 5 closed up or down?
__SPX shows a slightly weaker winning ratio and significantly weaker average gains, with negative gains outpacing the positive by 2 to 1. (COLD)
__W4500 shows a significantly stronger winning ratio, and stronger significantly average gains, with positive gains outpacing the negative by 2 to 1. (HOT)
__AGG continues its weak winning ratio with weaker average gains (COLD)
Rolo's Account-2016-06-w-all-png

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Here’s the Overall 10-day forecast for trading days 6-15:
__SPX shows an average 50% winning ratio and -.018% average gains (COLD)
__W4500 shows an average 56% winning ratio and -.029% average gains (COLD)
__AGG shows an average 48% winning ratio and -.001 % average gains (COLD)
Rolo's Account-2016-06-d-trd-png

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JTH-ESD (Evolving Statistical Data): ESD is currently in the C-Fund, is -3.03% MTD and -7.84% YTD.
__
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 planning to follow this path.
__06 Feb 2016: The short-term performance stall continues, ESD is in the C-Fund, and is projected to be in the G or F fund on 17 Feb, then enter March in the C or S
____fund (dependent on which fund is outperforming).
Rolo's Account-2016-06-d-esd-png

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JTH-ALPAFS (Advanced Point & Figure System): ALPAFS is currently in the G-Fund, is -1.37% MTD and -4.09% YTD.
__
23 Jan 2016: Thus far, the 22 Jan buy signal has proven to be valid.
__02 Feb 2016: The markets begin to break down, SPX signals a Triple Bottom Breakdown with NDX signaling a Double Bottom Breakdown.
__03 Feb 2016: W4500 follows the downslide with a Bullish Signal Reversed (meaning a well established uptrend has been broken). It was at this point I moved the
____system into the G-Fund before the IFT deadline.
______SPX has 1 lower high, 1 lower low, and is working a column of Os (Short-term downtrend)
______W4500 has 1 lower high, 1 lower low, and is working a column of Os (Short-term downtrend)
______TRAN has 4 higher highs, a Triple Low higher low, and is working a column of Xs, I expect a new column of Os on Monday's open (broadening uptrend)______
______NDX has 1 lower high, 2 lower lows, and is working a column of Os (Short-term downtrend)
Rolo's Account-2016-06-d-pnf-png

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For myself, I’m currently down -1.37% MTD and -9.95% YTD
Since the bottom fell through again, I've exited into the G-Fund and will remain there for now.
For the S&P 500, over the past 66 years, on the weekly timeframe, for 2016 there has only been one other year that followed a similar path, that year was 2008.
Rolo's Account-2016-06-d-misc-png

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Updated 02-06-2016 at 07:33 PM by JTH (Pic Repost)

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