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  1. Sentiment Survey Results...

    TSP Talk Sentiment Survey results for the week of 4/22/13- 4/26/13

    Buy: The TSP Talk Sentiment Survey came in at 32% bulls, 59% bears, for a bulls to bears ratio of 0.54 to 1. That is a buy signal in a bull market which means the survey system will remain in a 100% S fund allocation for the week of 4/22/13 - 4/26/13.

    Bull market rules have been in effect since the week of 1/09/12:

    See latest survey results

    To discuss or comment on ...
  2. Pick up in volatility


    After only brief encounters with volatility this year, it is picking this month as we are seeing triple digit moves in the Dow regularly. The Dow lost 138-points yesterday, which was 0.9%, but the broader indices were hit much harder.
  3. Rebound


    The resilient market did what it has done all year - rebound from pullbacks. The Dow, which lost 266-points on Monday, gained back 158 yesterday.
  4. Trading the Stats: Wednesday, April 17, 2013

    Good evening

    We managed to retrace about 50% of price today, this is the classic setup where the markets want to leave you with questions unanswered. Based off the previous data I filtered last night, and adding to it today's data, the 3rd day's price action (of 59 similar occasions) is in a near dead heat between the upside/downside. You may notice the average positive returns are higher then the negative returns, this is because on 24 Nov, 2008 the markets closed up a whopping
  5. Trading the Stats: Tuesday, April 16, 2013

    Good morning

    Monday was a "rare bird" event, where we see a significant down day while the markets are breaching record highs. To put this event into context, over the last 75 days we have traded for an average of 94% within the 30, 63, 126, 252, & 500 day high/low range. Generally when we are trading above 90% we won't see a -2% or greater pullback on any single day. In fact, prior to Monday, it has only happened 4 other times over the last 20 years. Below is a Monthly chart
S&P 500 (C Fund)
DWCPF (S Fund)
Dow Jones U.S. Completion Total Stock Market Index (^DWCPF)
EFA (I Fund)
iShares MSCI EAFE Index (EFA)
AGG (F Fund)
iShares Lehman Aggregate Bond (AGG)