Sample
EbbChart Trading System Return as of ...
|
EbbChart |
System |
G Fund |
F Fund |
C Fund |
S Fund |
I Fund |
20% Each |
|
2007 Totals: |
25.12% |
3.93% |
5.12% |
7.39% |
8.69% |
13.10% |
7.64% |
|
|
|
L 2040 |
L 2030 |
L 2020 |
L 2010 |
L INC |
|
|
|
|
8.71% |
8.12% |
7.57% |
6.33% |
5.09% |
|
|
|
Sample EbbChart Trading System Commentary |
Developed by ebbnflow
Updated -
mm/dd/yy
Bank of America's profits for the third quarter fell below analysts' expectations. The C-fund (-0.06%) has a stake in this company, so I was a bit surprised it didn't get hit harder yesterday. We gained a little from the S-fund (+0.05%), but the I-fund (+0.35%) took top honors for the best fund to be in. And that was mostly due to the dollar dropping half a percent. Today, we're hoping for Google to be the market's catalyst to move higher.
The ebbchart has been updated for next Tuesday. But for Monday, we have pattern 4 (C-green, S-red, I-green) on tap. Its accuracy rate (17/27 or 63%) in predicting up days for the I-fund is excellent. The I-fund (+7.33%) has the biggest gain for this stock pattern by far, so I wouldn't even think about using the C-fund (+1.65%) or the S-fund (+0.64%) with this. For what it's worth, it's been running 50/50 in its last ten outings. Check out the rest of the stats and description for each ebbchart pattern way down below.
Good luck all!
The system is currently in the S-fund today, but I'll be doing an IFT to the I-fund this Friday morning to be in the I-fund for Monday.
For the TSP: I'm in the
G-Fund Tuesday and Wednesday this week, and moving to S and I-fund (50/50)
for Thursday.
For stocks or ETFs: In the market Tuesday, back out for Wednesday.
View
the September
2007 EbbChart (prior charts are down below).
Spinchart
(horizontal view)
|
Day:
|
C, S, I Ebbtracker |
Active ETF
System
Allocation |
Passive
TSP System Allocation* |
| Tuesday - |
 |
= 100% I-Fund x |
100% G Fund |
| Wednesday - |
 |
= 100% G-Fund |
100% G Fund |
| Thursday - |
 |
= 100% S-Fund |
50% S, 50% I Fund |
| Friday - |
|
= 100% S-Fund |
50% S, 50% I Fund |
*
To conform with the TSP transaction limit proposal, I will start using the G-fund for
a safe haven, and a 50/50 split between the S and the I-funds for buy
signals. The new slower TSP signals will keep members from jumping around between equities cutting down on our IFT's when possible.
The original "active" signals will still be given for those trading
outside of the TSP.
x = x-check (see explanation below).
c = Contrarian signal
The System uses the ebbtracker's I-fund with simple cross-checking rules:
a) Two or more stop signs = safe haven (G or F-fund).
b) Two or more green signs = stocks (S
and/or I-fund).
Here is the updated tally for each pattern (1-8) on the ebbchart from January 16 through Oct.18, 2007. The tally for patterns 1, 2, 4 and 7 shows the number of up days and total gains when using the C, S or I-fund. The tally for patterns 3, 5, 6 and 8 shows the number of down days and total loss saved for the C, S or I-fund. The ebbchart has two sets of patterns: One set (1, 2, 4 and 7) goes to stocks (I-fund) and the other set (3, 5, 6 and 8) goes to safe haven (G/F).
Next Monday's pattern (two greens/stocks):
-- Pattern 4: Up days (17/27 or 63%); total gain (+7.33%).
-- One of the best patterns to follow into stocks. Running 50/50 in its
last ten outings.
Today's pattern (three greens/stocks):
-- Pattern 1: Up days (25/40 or 63%); total gain (+10.92%). Using the
S-fund.
-- Back-to-back appearance. Successful in eight of its last nine outings!
Yesterday's pattern (three greens/stocks):
-- Pattern 1: I-fund up (+0.35%); S-fund up (+0.05%); C-fund down (-.06%)
for the day.
-- Up days (25/40 to 26/41); total gain (+10.92% to +10.97%). A gain is a
gain is a gain.
Patterns going to stocks (two or more greens):
-- Pattern 1: Up days (26/41 or 63%); total gain (+10.97%). Using the
S-fund.
-- Pattern 2: Up days (17/24 or 71%); total gain (+6.61%).
-- Pattern 4: Up days (17/27 or 63%); total gain (+7.33%).
Patterns going to safe haven (two or more
reds):
-- Pattern 3: Down days (12/26 or 46%); total loss saved (-9.48%).
-- Pattern 6: Down days (13/22 or 59%); total loss saved (-3.97%).
Patterns that are weak (not working):
-- Patterns 5, 7 and 8 continue to leave gains on the table or fail to save
us from losses.
-- If these patterns remain weak, contrarian plays* in the future might be
worth a try.
Contrarian plays* (started on July 30):
-- Patterns 5 & 8 - weakest of the safe haven patterns; pattern 7 - weakest
of the stock patterns.
-- Pattern 5: Up days (5/7); total gain (+0.49%). Safe haven pattern
played as a stock pattern.
-- Pattern 8: Up days (3/4); total gain (+4.54%). Safe haven pattern
played as a stock pattern.
-- Tot. 5 & 8: Up days (8/11); total gain (+5.05%). Being nimble and
taking what the system presents.
-- Pattern 7: Down days (0/2); total gain missed (+2.74%). Stock pattern
--> safe haven pattern.
More stats to ponder (contrarian plays are not
included in these stats):
-- I-fund total from Jan.16 thru Oct. 18: Up days (114/192 or 59%); down
days (76/192 or 40%).
-- On days with patterns 1, 2, 4 or 7: Up days (70/108 or 65%); total gain
(+24.63%).
-- On days with patterns 3, 5, 6 or 8: Down days (39/84 or 46%); total loss
saved (-7.29%).
-- The ebbchart increased our probability of catching up days (+.06%) and
down days (+.06%).
-- Our exposure to stocks was also low at only 56% (108/192 in stocks and
84/192 in safe haven).
-- On top of the total gain (+24.63%), we also get to pick up some G-penny
along the way.
Great to know the ebbtracker's generated patterns for
the ebbchart are in tune with the market. If both sets of patterns (safe
haven/stock) produced good gains or the results were reversed, then it's
time to go back to the drawing board.
Note: A day with no gain or loss for a fund won't be
counted on the pattern tally.
--------------------------------------------------------------------------------------------
All the patterns for the ebbchart established
as of 9/07/07:
Only patterns 1 and 5 use the S-fund. The rest of the patterns use the
I-fund.
For stock patterns we have:
-- Pattern 1: Up days (26/41 or 63%); total gain (+10.97%); (green, green,
green).
-- Pattern 2: Up days (17/24 or 71%); total gain (+6.61%); (green, green,
red).
-- Pattern 4: Up days (17/27 or 63%); total gain (+7.75%); (green, red,
green).
-- Pattern 5: Up days (13/17 or 76%); total gain (+3.73%); (red, red,
red). Contrarian pattern.
-- Pattern 8: Up days (11/17 or 65%); total gain (+5.72%); (red, green,
red). Contrarian pattern.
-- Total avg: Up days (84/126 or 67%); total gain (+34.36%).
For safe haven patterns we have:
-- Pattern 3: Down days (12/26 or 46%); total loss saved (-9.84%); (green,
red, red).
-- Pattern 6: Down days (13/22 or 59%); total loss saved (-3.97%); (red,
red, green).
-- Pattern 7: Down days (07/15 or 47%); total loss saved (-0.56%); (red,
green, green). Contrarian pattern.
-- Total avg: Down days (32/63 or 51%); total loss saved (-14.01%).
Since January 16, up days turned up 59% of the time and down days only 40%.
The ebbchart lets us improve our chances of catching up days by 8% and down
days by an astonishing 11%. Imagine having casino-like house advantage
working for us everyday. Remember, even professional gamblers have trouble
sustaining a 7% to 8% winning edge over time. At any rate, it took the
contrarian patterns more than half a year to reveal its true colors, but I
think it was worth the wait. Having five patterns for stocks (5/8 or 62.5%)
and three patterns for safe haven (3/8 or 37.5%) will undoubtedly give us
the proper balance for optimal success.
- ebb
More on the ebbchart and x-checking:
Prior EbbCharts:
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