Thread: S-fund Challenge! Guesses

Originally Posted by userque

4-16-14 down

Party pooper

Originally Posted by ebbnflow

Unofficial: C +0.82%; S +0.36%; I -0.20%.

Wow, what a rebound! It helped the S-fund but not the I-fund.
By the way, the win in the S-fund today switched pattern 7 from short to cash.

Short Patterns (S-fund): 2/grn-grn-red (51.7%); 8/red-grn-red (52.4%).
Cash Patterns (S-fund): 4/grn-red-grn (53.8%); 6/red-red-grn (54.1%); 7/red-grn-grn (53.1%).
Long Patterns (S-fund): 1/grn-grn-grn (55.5%); 3/grn-red-red (56.7%); 5/red-red-red (60.1%).

S&P 500: 54.9% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 54.9%; long > 54.9%.

Tuesday: Pattern 1/grn-grn-grn. 7-yr. Win Percentage (CSI 52.7%): C 52.9%, S 55.5%, I 49.6%.
Forecast: short C-fund; long S-fund; short I-fund.

Unofficial: C +0.68%; S +0.47%; I -0.54% (MSCI EAFE). Close call on the FV, so we'll have to wait.

Dented the I-fund in the morning, then road shotgun with the S-fund in the afternoon.
'Twas written in the patterns, pattern 1/grn-grn-grn that is.

Short Patterns (S-fund): 2/grn-grn-red (51.7%); 8/red-grn-red (52.4%).
Cash Patterns (S-fund): 4/grn-red-grn (53.8%); 6/red-red-grn (54.1%); 7/red-grn-grn (53.1%).
Long Patterns (S-fund): 1/grn-grn-grn (55.5%); 3/grn-red-red (56.7%); 5/red-red-red (60.1%).

S&P 500: 54.9% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 54.9%; long > 54.9%.

Wednesday: Pattern 7/red-grn-grn. 7-yr. Win Percentage (CSI 51.9%): C 54.1%, S 53.1%, I 48.3%.
Forecast: cash C-fund; cash S-fund; short I-fund.

Attachment 28182

Though the interface looks the same, this is from the new spreadsheet. All closing price corrections have been incorporated. Anyone wishing to see a post of their trades along side the date, percentages, etc., post to that effect.

Userque, how come you have MrJohnRoss at 1/1 on this chart when the other charts show 0-1? Curious minds wanna know.

Originally Posted by ebbnflow

Userque, how come you have MrJohnRoss at 1/1 on this chart when the other charts show 0-1? Curious minds wanna know.

Good question. He predicted 'up' for 3-27, While rushing to finish the sheet for today's debut, I mistakenly entered him as predicting 3-28 will be up. Good catch again! I have updated the spreadsheet. I can repost the chart or just let it reflect on the new chart tomorrow and going forward. Let me know if you want it reposted.

UPDATE:
Just noticed that all 'days in' are the same. Will correct and repost a new chart today

Attachment 28184

corrected...except for 'volitile'

Thanks for the updates!

Originally Posted by ebbnflow

Thanks for the updates!

'u welcome. Adding some new traders now..."Always Short," and one or two Random Walkers. Always Shorts is....opposite the S-Fund Trader. The Random Walkers will trade based on the outcome of the NY and/or Chicago lotteries. They should prove to be some real tough competitors.

Attachment 28186

Chart legend update forthcoming.

Originally Posted by userque

'u welcome. Adding some new traders now..."Always Short," and one or two Random Walkers. Always Shorts is....opposite the S-Fund Trader. The Random Walkers will trade based on the outcome of the NY and/or Chicago lotteries. They should prove to be some real tough competitors.

Userque,

Dude ? I just LIKE your sense of humor ! I'm not gonna get in this dog fight, but I'm enjoying reading the posts !

There was a guy here a few years ago that touted his "Neural Network"...but he seems to have come and gone...I'm curious to see how THIS "Competition" works out !

Now, I have no clue what a "neural network" is, or the mathematics/spreadsheet/software wizardry that goes into it...hey...I'm just an old dumb civil engineer ! Reminds me of an old joke that's not applicable to your case :

Q: What's the difference between a mechanical engineer and a civil engineer ?

A: A mechanical engineer builds bullets, tanks, "smart" bombs, and rockets...a civil engineer builds targets


Stoplight...

Originally Posted by Stoplight

Userque,
Dude ? I just LIKE your sense of humor ! I'm not gonna get in this dog fight, but I'm enjoying reading the posts !
There was a guy here a few years ago that touted his "Neural Network"...but he seems to have come and gone...I'm curious to see how THIS "Competition" works out !
Now, I have no clue what a "neural network" is, or the mathematics/spreadsheet/software wizardry that goes into it...hey...I'm just an old dumb civil engineer ! Reminds me of an old joke that's not applicable to your case :
Q: What's the difference between a mechanical engineer and a civil engineer ?
A: A mechanical engineer builds bullets, tanks, "smart" bombs, and rockets...a civil engineer builds targets
Stoplight...

LOL...thanks Yep, I'm a dude. I understand you not wanting to enter the cage; it ain't for everybody Glad you like the posts, I'll be here all week. Oh, and uh, try the veal.

As best I can tell, that guy has changed his handle and is now known for trading moon/planetary cycles (which I researched and seem to have some validity).

This competition is making me do what I should have done long ago. I'm am using it to develop NN's and find the best parameters for them to trade the markets. There are some 'rules,' but perfecting the networks requires a lot of trial-and-error, experience, artistic ability, and of course, logic. I can 'splain it better if you're interested.

That's a good engineering joke! Hadn't heard it before

Enjoy the show!

Que