Thread: Charmed855's Post FV analysis

Originally Posted by zimmy

Hi Charmed,
Just wonder what you had in mind when you moved to C for Monday instead of S.Congratulation on Friday gain of the I.TIA

Zimmy - sorry for the late response. I don't believe we had a post FV play on that day so I fell back to trend analysis which was giving me a strong signal for C that day.

(I'll be posting these updates over here in the future)


30 day post FV (pFV) return tally
23 Oct, +0.92% (-/+pFV, S Fund)
24 Oct, -0.31% (+/-pFV, I Fund)
25 Oct, +0.12% (+/-pFV, I Fund)
26 Oct, +2.09% (+/-pFV, I Fund)
30 Oct, -0.35% (+/-pFV, I Fund)
02 Nov, +0.39% (+/-pFV, I Fund)
05 Nov, -0.93% (-/+pFV, S-Fund)
08 Nov, +0.63% (+/-pFV, I-Fund)
09 Nov, -1.34% (-/+pFV, S-Fund)
14 Nov, -0.50% (-/+pFV, S-Fund)
15 Nov, -1.44% (+/-pFV, I-Fund)
16 Nov, ??????? (-/+pFV, S-Fund)
19 Nov, ??????? (-/+pFV, S-Fund)
------------------------------------
30-day Post FV Returns:-0.71%
30-day -/+ FV Returns: -1.84%
30-day +/- FV Returns: +1.13%
------------------------------------
30-day I-Fund Returns: -3.97%
30 day S-Fund Returns: -6.30%
30-day C-Fund Returns: -6.16%
-------------------------------
Note: The data referenced above represents the results (daily returns) of a theory I am tracking which basically says, go to I-fund two days after a +FV and go S-fund two days after a -FV cycle. As of 15 Nov, there have been 30 +FV's YTD, with 79% having resulted in positive returns (8.73% YTD) on the two day cycle. -FV's have better S-fund returns (29 occurances, 6.68% YTD but only a 53% success rate). The numbers above do not represent daily FV corrections to the Barclay EAFE index.

Guess I'm confused a little...
Why are there different PFV patterns for the 3 days below, since each has a NEGATIVE FV ?
I'm not getting how you come up with the -/+ or +/- Fair Value pattern for a given day.
And I am to understand that the pattern suggests one wants to move to either the I or the S the DAY AFTER a +/- or a -/+ pattern, respectively ?
Geez I need a drink.

09 Nov, -1.34% (-/+pFV, S-Fund)
14 Nov, -0.50% (-/+pFV, S-Fund)
15 Nov, -1.44% (+/-pFV, I-Fund)

Charmed,
Any updates?