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ebbnflow
03-25-2014, 04:16 PM
I would like to try an experiment on this thread to see who can outperform the S-fund. Between 4:00 - 7:00 PM ET, we can give our best calcumalated or edumacated guesses on how the S-fund will end up tomorrow -- up or down. Anyone can participate and I'll keep a running tab on each one's winning percentage. You don't have to enter everyday, but get at least a month's worth of entries to qualify for title of S-fund King!

Partipants (Mar. 26, 2014 start): S-fund (0/0), and ebb (0/0), so far.

By the way, the ebbcharts had a pattern 7/red-grn-grn (Win Percentage: 52%) today in the S-fund, so I'm not that surprised to see it down -0.03%. Tomorrow, we have pattern 8/red-grn-red (WP: C 56%, S 52%, I 57%), so it could be another bad day for the S-fund. Remember, any number that falls below our 7-yr. S&P 500 gauge (WP: 54.9%) means selling pressure. And, anything above it means upward bias.

My guess for Mar. 26, 2014: S-fund down. :D

http://www.ebbcharts.com/ebbcharts/032514b.gif

RealMoneyIssues
03-25-2014, 05:51 PM
3/26/2014 - Up

CrabClaw
03-25-2014, 06:23 PM
3/26/2014 - Up

yep

ebbnflow
03-25-2014, 06:24 PM
Let me change the time of entry for guesses to regular market hours -- 9:30 AM to 4:00 PM ET.
A guess of up means you have a buy signal.
A guess of down means you have a signal to short.
No guess means you have a cash position (won't count).

JTH
03-25-2014, 08:27 PM
Down

ebbnflow
03-25-2014, 10:04 PM
Down

Futures are up a little, and you're going with down S-fund, so no harm done. You're in, JTH. We can wave the time limit for entry as long as US futures are not up or down that much. It's just a guideline. :)

Remember, if you don't post a guess, that means you're in cash for the next day and it won't count in the tally. To make it easy, you can even say up or down the whole week or month.

nnuut
03-26-2014, 10:22 AM
UP!

RealMoneyIssues
03-26-2014, 10:41 AM
3/26/2014 - Up

I guess Birchtree is on vacation...

ebbnflow
03-26-2014, 10:53 AM
I would like to try an experiment on this thread to see who can outperform the S-fund. Between 4:00 - 7:00 PM ET, we can give our best calcumalated or edumacated guesses on how the S-fund will end up tomorrow -- up or down. Anyone can participate and I'll keep a running tab on each one's winning percentage. You don't have to enter everyday, but get at least a month's worth of entries to qualify for title of S-fund King!

Partipants (Mar. 26, 2014 start): S-fund (0/0), and ebb (0/0), so far.

By the way, the ebbcharts had a pattern 7/red-grn-grn (Win Percentage: 52%) today in the S-fund, so I'm not that surprised to see it down -0.03%. Tomorrow, we have pattern 8/red-grn-red (WP: C 56%, S 52%, I 57%), so it could be another bad day for the S-fund. Remember, any number that falls below our 7-yr. S&P 500 gauge (WP: 54.9%) means selling pressure. And, anything above it means upward bias.

My guess for Mar. 26, 2014: S-fund down. :D

http://www.ebbcharts.com/ebbcharts/032514b.gif

Pattern 8/red-grn-red (WP: C 56%, S 52%, I 57%) may look strange with the C and I-fund having a buy signal while the S-fund has a short signal. But that's the pattern's signature and it shows that it's weak in the S-fund.

Right now, the C and I-fund are up, while the S-find is down. We don't know if the funds will end like this, but there is definitely more weakness in the S-fund, as expected by the pattern.

Intrepid_Timer
03-26-2014, 11:08 AM
I would like to try an experiment on this thread to see who can outperform the S-fund. Between 4:00 - 7:00 PM ET, we can give our best calcumalated or edumacated guesses on how the S-fund will end up tomorrow -- up or down. Anyone can participate and I'll keep a running tab on each one's winning percentage. You don't have to enter everyday, but get at least a month's worth of entries to qualify for title of S-fund King!

Partipants (Mar. 26, 2014 start): S-fund (0/0), and ebb (0/0), so far.

By the way, the ebbcharts had a pattern 7/red-grn-grn (Win Percentage: 52%) today in the S-fund, so I'm not that surprised to see it down -0.03%. Tomorrow, we have pattern 8/red-grn-red (WP: C 56%, S 52%, I 57%), so it could be another bad day for the S-fund. Remember, any number that falls below our 7-yr. S&P 500 gauge (WP: 54.9%) means selling pressure. And, anything above it means upward bias.

My guess for Mar. 26, 2014: S-fund down. :D

http://www.ebbcharts.com/ebbcharts/032514b.gif

Let's see if I got this straight. Tuesday's red-green-green showed an overall positive return of 52% with the C fund itself positive 54% of the time, the S fund 53% and the I fund 49%. By your own definition, anything over 52% would suggest a bias towards a positive trading day and anything under 52% woulds suggest a negative day. Yet, you say you expected the S fund to be down yesterday? Intertesting. And what happened with the I fund? It wasn't down?

Intrepid_Timer
03-26-2014, 11:10 AM
Let's see if I got this straight. Tuesday's red-green-green showed an overall positive return of 52% with the C fund itself positive 54% of the time, the S fund 53% and the I fund 49%. By your own definition, anything over 52% would suggest a bias towards a positive trading day and anything under 52% woulds suggest a negative day. Yet, you say you expected the S fund to be down yesterday? Intertesting. And what happened with the I fund? It wasn't down?

Oh wait, the S&P gauge number is 54.9%. So that would have meant selling pressure in all the funds yesterday, no?

Cactus
03-26-2014, 11:25 AM
If I understand this correctly, we are saying where we expect the S Fund to be at tomorrows (3/27) close.

Down.

ebbnflow
03-26-2014, 11:46 AM
Let's see if I got this straight. Tuesday's red-green-green showed an overall positive return of 52% with the C fund itself positive 54% of the time, the S fund 53% and the I fund 49%. By your own definition, anything over 52% would suggest a bias towards a positive trading day and anything under 52% woulds suggest a negative day. Yet, you say you expected the S fund to be down yesterday? Intertesting. And what happened with the I fund? It wasn't down?


Oh wait, the S&P gauge number is 54.9%. So that would have meant selling pressure in all the funds yesterday, no?

Intrepid, you catch on quickly, the S&P gauge is not at 52% as you previously stated. That's right, the forecast was right only in the S-fund. Selling pressure in the C and I-fund failed to materialize. But do keep in mind that even if we have a high win percentage of say 61% for a pattern 5/red-red-red (the most bullish red pattern) in the C-fund, it still has a fail rate of 39%. It's all about getting an edge through knowledge and information. :)

Intrepid_Timer
03-26-2014, 12:27 PM
Intrepid, you catch on quickly, the S&P gauge is not at 52% as you previously stated. That's right, the forecast was right only in the S-fund. Selling pressure in the C and I-fund failed to materialize. But do keep in mind that even if we have a high win percentage of say 61% for a pattern 5/red-red-red (the most bullish red pattern) in the C-fund, it still has a fail rate of 39%. It's all about getting an edge through knowledge and information. :)

Well, I don't know what sort of edge 54% is compared to 50/50, unless your the "house" in Vegas, or what help it is for TSP, but good luck with that. If you can get a bunch of premium service members to start posting their moves here, then that might give you an edge to know when our next IFT is though. ;)

ebbnflow
03-26-2014, 12:54 PM
Well, I don't know what sort of edge 54% is compared to 50/50, unless your the "house" in Vegas, or what help it is for TSP, but good luck with that. If you can get a bunch of premium service members to start posting their moves here, then that might give you an edge to know when our next IFT is though. ;)

You're kidding, right? If you're winning 54% of your bets in Vegas, that means you're a winner. For your information, the break even winning percentage in sports betting is 53%. :rolleyes:

One of the main purposes of the ebbcharts is to filter out noise. That is why the ebbcharts only deal with evidence-based stats. You won't see stats on head and shoulder, bear flags, or whatnot patterns. Random walk...I refuse to take that path. :D

Intrepid_Timer
03-26-2014, 02:15 PM
You're kidding, right? If you're winning 54% of your bets in Vegas, that means you're a winner. For your information, the break even winning percentage in sports betting is 53%. :rolleyes:

One of the main purposes of the ebbcharts is to filter out noise. That is why the ebbcharts only deal with evidence-based stats. You won't see stats on head and shoulder, bear flags, or whatnot patterns. Random walk...I refuse to take that path. :D

If you are referring to my system, then you don't know what you are talking, for your information...........:D I guess returns speak for themselves. Good luck over at that other site.

Intrepid_Timer
03-26-2014, 02:18 PM
You're kidding, right? If you're winning 54% of your bets in Vegas, that means you're a winner. For your information, the break even winning percentage in sports betting is 53%. :rolleyes:

One of the main purposes of the ebbcharts is to filter out noise. That is why the ebbcharts only deal with evidence-based stats. You won't see stats on head and shoulder, bear flags, or whatnot patterns. Random walk...I refuse to take that path. :D

Just an FYI, if only 54% of my trades were winners, I wouldn't be a premium service here anymore either. ;)

userque
03-26-2014, 02:30 PM
You're kidding, right? If you're winning 54% of your bets in Vegas, that means you're a winner. For your information, the break even winning percentage in sports betting is 53%. :rolleyes:

One of the main purposes of the ebbcharts is to filter out noise. That is why the ebbcharts only deal with evidence-based stats. You won't see stats on head and shoulder, bear flags, or whatnot patterns. Random walk...I refuse to take that path. :D

"Ladies, you're both pretty...":laugh:

Talking winning percentage by itself is like discussing the space-time continuum and leaving out time.

One can win 60% of the time, but lose twice as much cash per trade as they win and still be an overall loser.

Relatedly, one can win only 40% of the time, but win twice as much cash per trade as they lose, and still be an overall winner.

So one can't meaningfully say where a "break-even" point is without knowing more (than just the 'winning' percentage) about the betting strategy.

It gets deeper, but I'll simply mention the well-known phrase:

Correlation is not necessarily evidence of causation.;)

Anyway,

Why not just pull out the measuring tape and see how they measure up:laugh::

How do the returns of the 'timer' system compare to those of the 'chart' system? Are the returns even made available?

JTH
03-26-2014, 02:33 PM
Tomorrow will be either up or down or neither

ebbnflow
03-26-2014, 02:35 PM
Just an FYI, if only 54% of my trades were winners, I wouldn't be a premium service here anymore either. ;)

Funny. Who says you're winning 54% of your trades? You should be winning at least 55% (S&P 500 win percentage since 2007) of your trades. The word for today is...random walk...you'll be the last to know if you're walking on one. :laugh:

ebbnflow
03-26-2014, 02:39 PM
Tomorrow will be either up or down or neither

Ok, no guess means cash (won't count in your tally). :)

ebbnflow
03-26-2014, 02:53 PM
"Ladies, you're both pretty...":laugh:

Talking winning percentage by itself is like discussing the space-time continuum and leaving out time.

One can win 60% of the time, but lose twice as much cash per trade as they win and still be an overall loser.

Relatedly, one can win only 40% of the time, but win twice as much cash per trade as they lose, and still be an overall winner.

So one can't meaningfully say where a "break-even" point is without knowing more (than just the 'winning' percentage) about the betting strategy.

It gets deeper, but I'll simply mention the well-known phrase:

Correlation is not necessarily evidence of causation.;)

Anyway,

Why not just pull out the measuring tape and see how they measure up:laugh::

How do the returns of the 'timer' system compare to those of the 'chart' system? Are the returns even made available?

We see websites forecasting sentiment for each trading day. This challenge is just that, no doubling down on bad bets, no claims of winning big hitting only 10% of trades. It is what it is. :D

ebbnflow
03-26-2014, 03:05 PM
Mar. 26, 2014 (unofficial): C -0.62%; S -1.42%; I +0.81% (watch out for -FV).

Tally: S-fund (0/1 ), Cactus (0/0), CrabClaw (0/1), EbbCharts (1/1), JTH (1/1), nnuut (0/1), RealMoneyIssues (0/1).

ebbnflow
03-26-2014, 03:14 PM
We have pattern 2/grn-grn-red (WP: C 55.4%, S 52.1%, I 53.2%) on the ebbcharts for Mar. 27, 2014. So, according to the 7-yr. ebbtally chart, there is selling pressure in the S and I-fund. The C-fund may fare better than the other funds.

Mar. 27, 2014: S-fund down.

userque
03-26-2014, 03:16 PM
We see websites forecasting sentiment for each trading day. This challenge is just that, no doubling down on bad bets, no claims of winning big hitting only 10% of trades. It is what it is. :D

I know it's just a contest/game, but fwiw:

Even within the constraints of your contest, one doesn't have to always trade...as you said, one can be in cash. With that, imagine a system that can not only predict 'up' or 'down,' but also how much up or down.

With such a system, one can avoid days predicted to have small movements...in effect: Doubling-Down.:)

However, unlike real trading, your contest doesn't seem to take into account the change in price (one good trade offsetting several bad trades), only whether the price is higher or lower. Even so, the above system would still be helpful in a contest such as yours in that a strong up day prediction can also likely be considered a 'more probable' up day and vice versa.

So a strategy applicable to your contest could simply be to only 'guess' when the system predicts big movements up or down.

If this contest shows signs of staying around, maybe I'll rig-up just such a NN

ebbnflow
03-26-2014, 03:35 PM
I know it's just a contest/game, but fwiw:

Even within the constraints of your contest, one doesn't have to always trade...as you said, one can be in cash. With that, imagine a system that can not only predict 'up' or 'down,' but also how much up or down.

With such a system, one can avoid days predicted to have small movements...in effect: Doubling-Down.:)

However, unlike real trading, your contest doesn't seem to take into account the change in price (one good trade offsetting several bad trades), only whether the price is higher or lower. Even so, the above system would still be helpful in a contest such as yours in that a strong up day prediction can also likely be considered a 'more probable' up day and vice versa.

So a strategy applicable to your contest could simply be to only 'guess' when the system predicts big movements up or down.

If this contest shows signs of staying around, maybe I'll rig-up just such a NN

I can guarantee you, if the market wins 54% or 55% (just like what the S&P 500 had done since 2007), you don't need to know how much the market will gain on any given day. A win percentage of 53% may not be enough because you lose more on down days, though. I think you're getting too greedy if a great win percentage is not enough for you. :D

userque
03-26-2014, 04:15 PM
I can guarantee you, if the market wins 54% or 55% (just like what the S&P 500 had done since 2007), you don't need to know how much the market will gain on any given day. A win percentage of 53% may not be enough because you lose more on down days, though. I think you're getting too greedy if a great win percentage is not enough for you. :D

Just to be clear:

So, S&P 500 did 54-55% winning. (I assume by winning you mean 'up' days.)...and this is a "great win percentage."

So, you are saying one can just buy and hold the S&P to receive the 54-55% great winning; and anything better than that is being greedy?

So...just buy and hold is what you are saying?

So...why do you need special charts to simply buy and hold to receive the great 54-55% winning??

I've got to be missing something. What is it?

:blink:

MrJohnRoss
03-26-2014, 04:21 PM
It's extremely difficult to determine a one day probability of an up or down day, but I'm expecting a bit of a relief rally tomorrow for the battered S Fund. I say UP. (But I also think it will be a short lived rally).

ebbnflow
03-26-2014, 04:25 PM
Just to be clear:

So, S&P 500 did 54-55% winning. (I assume by winning you mean 'up' days.)...and this is a "great win percentage."

So, you are saying one can just buy and hold the S&P to receive the 54-55% great winning; and anything better than that is being greedy?

So...just buy and hold is what you are saying?

So...why do you need special charts to simply buy and hold to receive the great 54-55% winning??

I've got to be missing something. What is it?

:blink:

Yep, you missed a lot. The point of this exercise is to see if we can get a better win percentage than the S&P 500's 54.8%. That's not being greedy. Being greedy is wanting to know how much a given day would gain (mission impossible). That's just asking too much. I assure you (again), if you get a good win percentage, everything else will fall into place.

userque
03-26-2014, 05:03 PM
It's extremely difficult to determine a one day probability of an up or down day, but I'm expecting a bit of a relief rally tomorrow for the battered S Fund. I say UP. (But I also think it will be a short lived rally).

I agree. The shorter the trading time-frame, the greater the noise/randomness. However, for contest purposes--competing against each other, everyone deals with the same noise/randomness...so it drops from the equation. Thus, luck and skill rule at that point. Over a certain amount of time, luck should also drop from the equation.

userque
03-26-2014, 05:18 PM
Being greedy is wanting to know how much a given day would gain (mission impossible). That's just asking too much.

I assume you realize that we have to be referring to 'knowing' things within a 'winning' and reasonable degree of accuracy; and that knowing how much up or down exactly, consistently, is certainly impossible.

That said, the ability to know stuff to a reasonable degree of certainty and consistency is a matter of perspective and opinion. Some may argue that knowing the direction of the next market day (consistently) is impossible as well. They could also argue that that would be "asking too much."

Simply not being able to do something (within reason) is not evidence that doing it is impossible.

I'll get started on a 'system' to play your contest and predict the next close and/or the gain/loss.:)

btw, I found the past performance numbers for the 'timer' system; do you have any such numbers available for your 'chart' system?

ebbnflow
03-26-2014, 05:37 PM
Tally for Mar. 27, 2014 (S-fund):

EbbCharts (1/1). WP: 100%. Guess: down.
JTH (1/1). WP: 100%. Guess: cash.
Cactus (0/0). WP: 0%. Guess: up.
CrabClaw (0/1). WP: 0%. Guess: cash.
MrJohnRoss (0/0). WP: 0%. Guess: up.
nnuut (0/1). WP: 0%. Guess: cash.
RealMoneyIssues (0/1). WP: 0%. Guess: cash.
S-fund (0/1). WP: 0%. Guess: up.

No guess = cash.

ebbnflow
03-26-2014, 06:03 PM
I assume you realize that we have to be referring to 'knowing' things within a 'winning' and reasonable degree of accuracy; and that knowing how much up or down exactly, consistently, is certainly impossible.

That said, the ability to know stuff to a reasonable degree of certainty and consistency is a matter of perspective and opinion. Some may argue that knowing the direction of the next market day (consistently) is impossible as well. They could also argue that that would be "asking too much."

Simply not being able to do something (within reason) is not evidence that doing it is impossible.

I'll get started on a 'system' to play your contest and predict the next close and/or the gain/loss.:)

btw, I found the past performance numbers for the 'timer' system; do you have any such numbers available for your 'chart' system?

What would you consider consistent? On the 7-yr. ebbtally chart, bullish red pattern 5/red-red-red (our most bullish red pattern) has a win percentage of 61% in the C, 60% in the S, and 58% in the I-fund. That beats the S&P 500's win percentage of 54.8%. I'll upload the other charts once updated.

7-yr. ebbtally chart (win percentages):
http://www.ebbcharts.com/ebbcharts/032614b.gif

Year-to-year chart:
http://www.ebbcharts.com/ebbcharts/yearly_gain.gif

7-yr. compounded result (2007-2014):
http://www.ebbcharts.com/ebbcharts/032614a.gif

userque
03-26-2014, 06:16 PM
What would you consider consistent? On the 7-yr. ebbtally chart, bullish red pattern 5/red-red-red (our most bullish red pattern) has a win percentage of 61% in the C, 60% in the S, and 58% in the I-fund. That beats the S&P 500's win percentage of 54.8%. I'll upload the other charts once updated.

7-yr. ebbtally chart (win percentages):

[snipped]



Nice!:cool:

Intrepid_Timer
03-26-2014, 06:59 PM
I knew this thread was going to turn into another advertisement thread..............:rolleyes: Thanks ebb, but I don't need it. ;)

JTH
03-26-2014, 09:25 PM
I'm respectfully withdrawing from this thread and walking away from the table with a 100% winning ratio. While this might be a fun experiment, this is no way based on the 2-IFT reality we live with and there's plenty of reason to believe the motivations here are suspect.

ebbnflow
03-26-2014, 10:37 PM
I assume you realize that we have to be referring to 'knowing' things within a 'winning' and reasonable degree of accuracy; and that knowing how much up or down exactly, consistently, is certainly impossible.

That said, the ability to know stuff to a reasonable degree of certainty and consistency is a matter of perspective and opinion. Some may argue that knowing the direction of the next market day (consistently) is impossible as well. They could also argue that that would be "asking too much."

Simply not being able to do something (within reason) is not evidence that doing it is impossible.

I'll get started on a 'system' to play your contest and predict the next close and/or the gain/loss.:)

btw, I found the past performance numbers for the 'timer' system; do you have any such numbers available for your 'chart' system?


I knew this thread was going to turn into another advertisement thread..............:rolleyes: Thanks ebb, but I don't need it. ;)

Intrepid, you think I should have been rude to userque after he requested past performance numbers using my charts? Why act so petty and insecure? :rolleyes:

ebbnflow
03-26-2014, 11:06 PM
Tomorrow will be either up or down or neither

I had a sneaking suspicion here that you're the one with the ulterior motive for posting this, but silly me, I gave you the benefit of the doubt. I'm really disappointed in you, JTH. :(


I'm respectfully withdrawing from this thread and walking away from the table with a 100% winning ratio. While this might be a fun experiment, this is no way based on the 2-IFT reality we live with and there's plenty of reason to believe the motivations here are suspect.

JTH, some folks (you included) give day-to-day opinions on TNA, NUGT, or any other stocks, which also has nothing to do with our 2-IFT reality. Don't you think being able to predict how the market will do (up or down) day to day could help folks entering stocks or ETFs? :rolleyes:

I can understand if you feel uneasy or intimidated going against the ebbcharts, but it's all in good fun. And, it also providies transparency to our so-called "systems" at the same time. :cool:

JTH
03-27-2014, 03:50 AM
I had a sneaking suspicion here that you're the one with the ulterior motive for posting this, but silly me, I gave you the benefit of the doubt. I'm really disappointed in you, JTH. :(

JTH, some folks (you included) give day-to-day opinions on TNA, NUGT, or any other stocks, which also has nothing to do with our 2-IFT reality. Don't you think being able to predict how the market will do (up or down) day to day could help folks entering stocks or ETFs? :rolleyes:

I can understand if you feel uneasy or intimidated going against the ebbcharts, but it's all in good fun. And, it also providies transparency to our so-called "systems" at the same time. :cool:

I was going to leave this alone but since you didn't, I'll elaborate for the benefit of all those involved.

1) Where are you on the Auto Tracker this year, you want to play an S-Fund game that suites your system but can't fit within the confines of TSP's Auto Tracker?

2) Your intimidating system failed to beat the S&P 500 in 2013, 2012, 2011, 2010 & 2009. It took you 5 losing years before you stopped taking peoples money and losing it for them, am I intimidated by that? No.

3) I see you have you're own website/forum where you can now advocate how great your system is (hence the reason I question your motivation for starting this thread.)

It's great that you have a system that professes higher probabilities than a random walk on the market (and I do believe you believe you have such a system) but if you can't translate this into money in the pocket, then I fail to see the point. While I do have several beta systems, the vast majority of what I post is data that can easily be understood & validated by anyone on this forum. The system you've been hocking is only understood by you, that's like buying a car and having to hire someone to drive it for you.

It is what it is, I'm done with this thread...Jason

ravensfan
03-27-2014, 06:37 AM
The moment a person forms a theory, his imagination sees, in every object, only the traits which favor that theory.
-Thomas Jefferson to Charles Thompson 1787

ebbnflow
03-27-2014, 07:48 AM
I was going to leave this alone but since you didn't, I'll elaborate for the benefit of all those involved.

1) Where are you on the Auto Tracker this year, you want to play an S-Fund game that suites your system but can't fit within the confines of TSP's Auto Tracker?

2) Your intimidating system failed to beat the S&P 500 in 2013, 2012, 2011, 2010 & 2009. It took you 5 losing years before you stopped taking peoples money and losing it for them, am I intimidated by that? No.

3) I see you have you're own website/forum where you can now advocate how great your system is (hence the reason I question your motivation for starting this thread.)

It's great that you have a system that professes higher probabilities than a random walk on the market (and I do believe you believe you have such a system) but if you can't translate this into money in the pocket, then I fail to see the point. While I do have several beta systems, the vast majority of what I post is data that can easily be understood & validated by anyone on this forum. The system you've been hocking is only understood by you, that's like buying a car and having to hire someone to drive it for you.

It is what it is, I'm done with this thread...Jason

1) I would have loved to be on the autotracker, but found out too late that I wasn't. I was in the F-fund at the end of last year and made only two IFT moves this year. I posted it somewhere in my thread (Ebb's Account). My yearly chart shows a gain of +2.70%, so far.

2) I mentioned before that I discovered the triple patterns timeline in 2012, and did beat the S&P 500 that year even though I still dabbled in the I-fund. In 2013, I missed out on big gains while in the I-fund during the early part of the year. That's when I decided to leave the I-fund alone and go with the S-fund strategy.

3). Please refrain from advertising my website in this thread. :D

I bet you can understand how the ebbcharts work if you try...even Intrepid caught on. :rolleyes:
The thread's purpose is to see if anyone can beat the win percentage of the market. Put any jealousy, animosity, or any other hateful feelings in your back pocket. :)

ebbnflow
03-27-2014, 08:10 AM
The moment a person forms a theory, his imagination sees, in every object, only the traits which favor that theory.
-Thomas Jefferson to Charles Thompson 1787

This reminds me of someone I was competing with online. We were playing Homerun Battle 2, and I kept beating him even though he had a more powerful uniform. He kept calling me a cheater and complained a lot. So I told him, I'll let you win 200 hundred of my points while I eat some snack. Points are hard to come by (3 pts./match). I guess he finally realized that I don't care much about points (I'm in it for the competition) because he never accused me of cheating after that. By the way, he felt insulted and never took my offer. :)

Intrepid_Timer
03-27-2014, 08:45 AM
1) I would have loved to be on the autotracker, but found out too late that I wasn't. I was in the F-fund at the end of last year and made only two IFT moves this year. I posted it somewhere in my thread (Ebb's Account). My yearly chart shows a gain of +2.70%, so far.

2) I mentioned before that I discovered the triple patterns timeline in 2012, and did beat the S&P 500 that year even though I still dabbled in the I-fund. In 2013, I missed out on big gains while in the I-fund during the early part of the year. That's when I decided to leave the I-fund alone and go with the S-fund strategy.

3). Please refrain from advertising my website in this thread. :D

I bet you can understand how the ebbcharts work if you try...even Intrepid caught on. :rolleyes:
The thread's purpose is to see if anyone can beat the win percentage of the market. Put any jealousy, animosity, or any other hateful feelings in your back pocket. :)

Do you really want to continue with the pot shots? If you do, then let's do it. Tom might ban me again though, which I'm sure you'd love. ;)

The bottom line is, you could have sent userque a private message with the data, which of course you never pointed out that anything before mid-2012 is backtested returns. Like you said, I'm sure that is buried somewhere in one of your advertisement threads. You also posted your double-triple spreadsheet, not your daily system, which I thought is what this thread was all about. However, since you did post it, let's talk about that one for a minute. When you first started posting about this particular system, you made very clear to all that you were proud of the fact that this system returned what, over 200% in six years on "only" six trades? What happened that would cause it to have 11 trades last year after you went "live"? Also, why is it that it has only returned about 17% since going "live" in the middle of 2012? That's nearly two years? I realize you and Tom have a history together, so I'll just keep my mouth shut after this and leave you to your advertisement thread, which for most folks, is one of the things that can get them banned...................

ebbnflow
03-27-2014, 10:08 AM
Do you really want to continue with the pot shots? If you do, then let's do it. Tom might ban me again though, which I'm sure you'd love. ;)

The bottom line is, you could have sent userque a private message with the data, which of course you never pointed out that anything before mid-2012 is backtested returns. Like you said, I'm sure that is buried somewhere in one of your advertisement threads. You also posted your double-triple spreadsheet, not your daily system, which I thought is what this thread was all about. However, since you did post it, let's talk about that one for a minute. When you first started posting about this particular system, you made very clear to all that you were proud of the fact that this system returned what, over 200% in six years on "only" six trades? What happened that would cause it to have 11 trades last year after you went "live"? Also, why is it that it has only returned about 17% since going "live" in the middle of 2012? That's nearly two years? I realize you and Tom have a history together, so I'll just keep my mouth shut after this and leave you to your advertisement thread, which for most folks, is one of the things that can get them banned...................

I don't have anything to hide, so I'll post my charts anyway I please, thank you. The links I provide in my sig (and my other threads) state when I discovered the timeline for the triple patterns. The ebbcharts system continues to evolve -- the 11 IFTs for 2013 included the newly discovered double patterns. All four "live" entries from the double patterns (2nd day, S-fund) resulted in gains last year (see bottom chart):

8-8 (Apr. 29 ): +0.72%.
3-3 (May 10): +0.73%.
5-5 (Aug. 05): +0.11%.
6-6,5 (Dec. 18-20): +1.99%. (stayed an extra day for bullish pattern 5).

This year (2014):

8-8 (Jan. 15): +0.52%.

All five entries into equities were successful.

Double patterns allow the system to go into equities (2nd day only, S-fund) even if the triple patterns are bearish. For most of the patterns, the 2nd day of a DP appears to maximize its strength or weakness. The 3rd and 4th day on the chart are for triple and quadruple patterns (not used, needs more data). Double-patterns chart:

Double-patterns chart:
http://www.ebbcharts.com/ebbcharts/032614d.gif

Year-to-year chart (2007-2014):
http://www.ebbcharts.com/ebbcharts/yearly_gain.gif

Cactus
03-27-2014, 01:01 PM
3/28 Down.

ebbnflow
03-27-2014, 03:12 PM
Mar. 27, 2014 (unofficial): C -0.19%; S -0.21%; I -0.00%. I'm pretty sure, the I-fund has a negative return today. MSCI EAFE hasn't been updated yet.

Tally for Mar. 28, 2014:

EbbCharts (2/2). WP: 100%. Guess: down.
Cactus (0/1). WP: 0%. Guess: down.
CrabClaw (0/1). WP: 0%. Guess: cash.
MrJohnRoss (0/1). WP: 0%. Guess: cash.
nnuut (0/1). WP: 0%. Guess: cash.
RealMoneyIssues (0/1). WP: 0%. Guess: cash.
S-fund (0/2). WP: 0%. Guess: up.

We have a pattern 6/red-red-grn (WP: C 52.5%, S 54.2%, I 53.6%) on the ebbcharts.
Its winning percentage of 54.2% (S-fund) falls below our S&P 500 gauge of 54.8%, so the prediction is for a down day tomorrow.

This red pattern has underperformed, but it was the best performer amongst all patterns during the bear market crash of 2008 with a win percentage of 63% (CSI). By the way, the ebbcharts started compiling stats on Jan. 16, 2007.

http://www.ebbcharts.com/ebbcharts/yearly_ebbtally.gif

Is pattern 6 starting to wake up and make its move this year?

Here is the updated tally for each pattern (1-8) as of Mar. 26, 2014. Each cell contains the number of times the pattern was right and its total gain/loss while using the C (1st row), S (2nd row), and I-fund (3rd row). Do keep in mind that the S&P 500's win percentage is 54.8% (2007-2014), so I'd consider any pattern going above it as being in an uptrend.

http://www.ebbcharts.com/ebbcharts/032614c.gif

ebbnflow
03-27-2014, 11:44 PM
Here is the updated tally for each pattern (1-8) as of Mar. 26, 2014. Each cell contains the number of times the pattern was right and its total gain/loss while using the C (1st row), S (2nd row), and I-fund (3rd row). Do keep in mind that the S&P 500's win percentage is 54.8% (2007-2014), so I'd consider any pattern going above it as being in an uptrend.

http://www.ebbcharts.com/ebbcharts/032614c.gif
........http://www.ebbcharts.com/ebbcharts/032714c.gif

Pattern 2/grn-grn-red got updated with losses in the C and S-fund (I-fund gained). The pattern also switched from being in an uptrend to a downtrending one. So now, all the bullish red patterns (3, 5, 6, 8) are in an uptrend and all the bearish green patterns (1, 2, 4, 7) are in a downtrend. It's a sight for sore eyes to see the patterns behaving like they should this year. :blink:

Cactus
03-28-2014, 02:42 PM
3/31 Down.

ebbnflow
03-28-2014, 03:08 PM
Mar. 28, 2014 (unofficial): C +0.46%; S +0.32%; I +0.60%.

Tally (Monday/Mar. 31, 2014):

EbbCharts (2/3). WP: 67%. Guess: down.
S-fund (1/3). WP: 33%. Guess: up.
Cactus (0/2). WP: 0%. Guess: down.
CrabClaw (0/1). WP: 0%. Guess: cash.
MrJohnRoss (0/1). WP: 0%. Guess: cash.
nnuut (0/1). WP: 0%. Guess: cash.
RealMoneyIssues (0/1). WP: 0%. Guess: cash.

Anyone can take a guess and post charts to support it (optional). No guess for any day means cash (won't count in the tally).

We have a pattern 4/grn-red-grn (WP: C 55.0%, S 53.6%, I 54.0%) on the ebbcharts. Its winning percentage of 53.6% (S-fund) falls below our 7-yr. S&P 500 gauge of 54.8%, so the prediction is for a down day tomorrow.

http://www.ebbcharts.com/ebbcharts/032714b.gif

Here is the updated tally for each pattern (1-8) as of Mar. 27, 2014. Each cell contains the number of times the pattern was right and its total gain/loss while using the C (1st row), S (2nd row), and I-fund (3rd row). Do keep in mind that the S&P 500's win percentage is 54.8% (2007-2014), so I'd consider any pattern going above it as being in an uptrend.

http://www.ebbcharts.com/ebbcharts/032714c.gif

userque
03-29-2014, 06:39 PM
ebb,

A few questions about the game:

1. You list the "S-Fund" as making guesses. Is that an individual with the same name as the actual S Fund? If not, what is it?

2. Will your system always be either long or short, or can your system go to cash as well?

3. I've developed a NN to play this game. I have an UP/DOWN solution (as well as a target close for Monday :cool:). Will the guess count if I post it today, or should I just wait and post a new guess on Monday for Tuesday's action?

Thanks.

ebbnflow
03-29-2014, 07:15 PM
ebb,

A few questions about the game:

1. You list the "S-Fund" as making guesses. Is that an individual with the same name as the actual S Fund? If not, what is it?

2. Will your system always be either long or short, or can your system go to cash as well?

3. I've developed a NN to play this game. I have an UP/DOWN solution (as well as a target close for Monday :cool:). Will the guess count if I post it today, or should I just wait and post a new guess on Monday for Tuesday's action?

Thanks.

1. No, the S-fund is just the S-fund and its guess is always up/long. Our goal would be to do better than its win percentage.

2. The ebbcharts system can also go cash if the pattern's win percentage for the S-fund equals our 7-yr. S&P 500 gauge of 54.8% (long > 54.8%, cash = 54.8%, short < 54.8%).

3. Great, by all means post your guess! US futures don't show up until Sunday night. Just include the day for your guess. Ex. Mar. 31-Apr. 04...up/down. No guess for any day means cash and won't count in the tally.

If anyone is trading TNA, then following the ebbcharts guesses would have resulted in two of three guesses being right (WP: 2/3 67%). This is how it can help folks with ETFs, or stocks. :)

userque
03-29-2014, 07:36 PM
Although NN was still crunching the numbers--searching for a better solution...its best guess so far is up, with a 'closing' guess of 1003.76. Final answer. :suspicious:

(Not much 'up' movement there. The safer 'game strategy' here would be to guess 'cash,' imo.)

UPDATE: Guess is for Monday, 3-31-14: UP

ebbnflow
03-30-2014, 12:02 PM
Although NN was still crunching the numbers--searching for a better solution...its best guess so far is up, with a 'closing' guess of 1003.76. Final answer. :suspicious:

(Not much 'up' movement there. The safer 'game strategy' here would be to guess 'cash,' imo.)

UPDATE: Guess is for Monday, 3-31-14: UP

NN stands for neural network, right? This is getting mighty interesting. NN vs. the S-fund...could be epic! :D

RealMoneyIssues
03-30-2014, 12:34 PM
3/31 up

ebbnflow
03-30-2014, 01:05 PM
Tally update (Monday/Mar. 31, 2014):

EbbCharts (2/3). WP: 67%. Guess: down. Long (0/0). Short (2/3).
S-fund (1/3). WP: 33%. Guess: up. Long (1/3). Short (0/0).
userque (0/0). WP: 0%. Guess: up. Long (0/0). Short (0/0).
Cactus (0/2). WP: 0%. Guess: down. Long (0/1). Short (0/1).
CrabClaw (0/1). WP: 0%. Guess: cash. Long (0/1). Short (0/0).
MrJohnRoss (0/1). WP: 0%. Guess: cash. Long (0/1). Short (0/0).
nnuut (0/1). WP: 0%. Guess: cash. Long (0/1). Short (0/0).
RealMoneyIssues (0/1). WP: 0%. Guess: up. Long (0/1). Short (0/0).

Anyone can take a guess and post charts to support it (optional). No guess for any day means cash (won't count in the tally). Do you have what it takes to beat the S-fund?

Cactus
03-30-2014, 01:19 PM
Ebb;

Participation has dropped off and you have received several posts indicating people don't understand your system. It may help to try to explain it again -- maybe using different words. I know it is crystal clear to you, but others don't have the benefit of your understanding and may be thinking differently. Here is an example of a misunderstanding:

Post #12 Cactus votes 3/27 Down
Post #46 S Fund is -0.21%
Post #45 Cactus votes 3/28 Down
Post #46 S Fund is +0.32%

At this point Cactus is listed (0/2) leaving him feeling like the mouse facing the giant in Ender's Game. It doesn't matter which glass you choose. :) How is the numerator determined? It is more complicated than just guessing the ending Wilshire 4500 price change from the previous trading day being positive or negative. :confused:

ebbnflow
03-30-2014, 01:41 PM
Tally update (Monday/Mar. 31, 2014):

EbbCharts (2/3). WP: 67%. Guess: down. Long (0/0). Short (2/3).
S-fund (1/3). WP: 33%. Guess: up. Long (1/3). Short (0/0).
userque (0/0). WP: 0%. Guess: up. Long (0/0). Short (0/0).
Cactus (0/2). WP: 0%. Guess: down. Long (0/1). Short (0/1).
CrabClaw (0/1). WP: 0%. Guess: cash. Long (0/1). Short (0/0).
MrJohnRoss (0/1). WP: 0%. Guess: cash. Long (0/1). Short (0/0).
nnuut (0/1). WP: 0%. Guess: cash. Long (0/1). Short (0/0).
RealMoneyIssues (0/1). WP: 0%. Guess: up. Long (0/1). Short (0/0).

Anyone can take a guess and post charts to support it (optional). No guess for any day means cash (won't count in the tally). Do you have what it takes to beat the S-fund?


Ebb;

Participation has dropped off and you have received several posts indicating people don't understand your system. It may help to try to explain it again -- maybe using different words. I know it is crystal clear to you, but others don't have the benefit of your understanding and may be thinking differently. Here is an example of a misunderstanding:

Post #12 Cactus votes 3/27 Down
Post #46 S Fund is -0.21%
Post #45 Cactus votes 3/28 Down
Post #46 S Fund is +0.32%

At this point Cactus is listed (0/2) leaving him feeling like the mouse facing the giant in Ender's Game. It doesn't matter which glass you choose. :) How is the numerator determined? It is more complicated than just guessing the ending Wilshire 4500 price change from the previous trading day being positive or negative. :confused:

My sincere apologies, Cactus! No worries, we have state-of-the-art video cameras installed everywhere (let's go to the replay). Upon further review, the ruling on the field is overturned. No penalty would be assessed on your behalf. :D

Only one player has withdrawn from the challenge, so far. Anyone wishing to have his or her name removed from the contest can do so at any time.

Tally update (Monday/Mar. 31, 2014):

EbbCharts (2/3). WP: 67%. Guess: down. Long (0/0). Short (2/3).
Cactus (1/2). WP: 50%. Guess: down. Long (0/0). Short (1/2).
S-fund (1/3). WP: 33%. Guess: up. Long (1/3). Short (0/0).
userque (0/0). WP: 0%. Guess: up. Long (0/0). Short (0/0).
CrabClaw (0/1). WP: 0%. Guess: cash. Long (0/1). Short (0/0).
MrJohnRoss (0/1). WP: 0%. Guess: cash. Long (0/1). Short (0/0).
nnuut (0/1). WP: 0%. Guess: cash. Long (0/1). Short (0/0).
RealMoneyIssues (0/1). WP: 0%. Guess: up. Long (0/1). Short (0/0).

userque
03-30-2014, 03:20 PM
NN stands for neural network, right? This is getting mighty interesting. NN vs. the S-fund...could be epic! :D

Right :) NN stands for neural network. Just a simple one I designed based only on time (Year, Month, Trading Day of the Month, Day of Month, Weekday) and Closing Prices (last eleven trading days) all going back to May 2004. (Validated on last ten trading days and updated daily.) No other indicators are (currently) given to the NN.

Hopefully, it'll be interesting. :cool:

userque
03-30-2014, 03:27 PM
My sincere apologies, Cactus! No worries, we have state-of-the-art video cameras installed everywhere (let's go to the replay). Upon further review, the ruling on the field is overturned. No penalty would be assessed on your behalf. :D

Maybe build a spreadsheet to help automate the tallying?:worried: Need help with that? :cheesy:

ebbnflow
03-30-2014, 06:15 PM
Maybe build a spreadsheet to help automate the tallying?:worried: Need help with that? :cheesy:

Sure, maybe even include the gains/losses for our long/short positions in the S-fund. You can handle the tallying if you wish. We know there are ETFs equivalent to our S-fund (3x leveraged, also). So, it's a great chance to see if our systems have the right stuff...or not. Much easier to talk the talk, but way harder to walk the walk. :D

userque
03-30-2014, 08:07 PM
Sure, maybe even include the gains/losses for our long/short positions in the S-fund. You can handle the tallying if you wish.

I'll start on it tomorrow...expect to be finished with it (and make it [and/or the actual formulas] available to you/others) by/near market close so that all/anyone can keep tally as well. :cool:

Cactus
03-31-2014, 02:02 PM
4/1 Up.

ebbnflow
03-31-2014, 02:09 PM
I'll start on it tomorrow...expect to be finished with it (and make it [and/or the actual formulas] available to you/others) by/near market close so that all/anyone can keep tally as well. :cool:

Cool! I might not be back in an hour, so I'd post my guess right now for tomorrow. Pattern 6/red-red-grn (WP: C 52.7%, S 54.4%, I 53.8%). Let me know the best time to place our guesses...market hours? There are plenty of opportunities, so it's not that big a deal if we miss the deadline. If we don't make the cut-off time, then just try the next day. :)

Tuesday/Apr. 01: down.

userque
03-31-2014, 02:54 PM
Cool! I might not be back in an hour, so I'd post my guess right now for tomorrow. Pattern 6/red-red-grn (WP: C 52.7%, S 54.4%, I 53.8%). Let me know the best time to place our guesses...market hours? There are plenty of opportunities, so it's not that big a deal if we miss the deadline. If we don't make the cut-off time, then just try the next day. :)

Tuesday/Apr. 01: down.

market hours is fine with me. :)

4-1-14: down

ebbnflow
03-31-2014, 05:56 PM
While waiting for a better spreadsheet tally...

Result (unofficial): C +0.79%; S +1.55%; I +0.61%.

Tally update (Tuesday/Apr. 01, 2014):

userque (1/1) 100%. Long (1/1). Short (0/0). Guess: down.
EbbCharts (2/4) 50%. Long (0/0). Short (2/4). Guess: down.
RealMoneyIssues (1/2) 50%. Long (1/2). Short (0/0). Guess: cash.
S-fund (2/4) 50%. Long (2/4). Short (N/A). Guess: up.
Cactus (1/3) 33%. Long (0/0). Short (1/3). Guess: up.
CrabClaw (0/1) 0%. Long (0/1). Short (0/0). Guess: cash.
MrJohnRoss (0/1) 0%. Long (0/1). Short (0/0). Guess: cash.
nnuut (0/1) 0%. Long (0/1). Short (0/0). Guess: cash.

userque
03-31-2014, 07:32 PM
While waiting for a better spreadsheet tally...

it may arrive late tonight/early mornin' but it's a comin'...:embarrest:

userque
04-01-2014, 05:50 AM
27904

Now that the spreadsheet is complete, future results will be quick and easy.

The sheet is first sorted by the percentage correct; then by the total number of guesses (greatest-to-least, top-to-bottom); then alphabetically.

The calculations are the same ones ebbnflow has previously displayed. However, I can add additional calculations if desired.

Please let me know of any errors/corrections or other ways to possibly improve the sheet.

If anyone wants a copy of the actual sheet, I will upload it somewhere.

:)

userque
04-01-2014, 05:59 AM
my NN guesses the close to be 1009.18 for 4-1-14

ebbnflow
04-01-2014, 09:18 AM
Spreadsheet tally looks great, userque! You asked me before if the ebbcharts system goes to cash and I said only if it equals its 7-yr. S&P 500 gauge (54.9%). I've been thinking and decided that in order to maximize gains and improve its win percentage, the system will have to go short only if a pattern's win percentage for the S-fund hits 53% or less. My last three guesses would have been in cash if that was the case, so I'm going with this new strategy. En garde! :cool:

userque
04-01-2014, 09:25 AM
Spreadsheet tally looks great, userque! You asked me before if the ebbcharts system goes to cash and I said only if it equals its 7-yr. S&P 500 gauge (54.9%). I've been thinking and decided that in order to maximize gains and improve its win percentage, the system will have to go short only if a pattern's win percentage for the S-fund hits 53% or less. My last three guesses would have been in cash if that was the case, so I'm going with this new strategy. En garde! :cool:

Thanks. Good luck with the updated strategy. Oh, and, uh...be on your guard as well!;)

ebbnflow
04-01-2014, 09:56 AM
Thanks. Somehow, your avatar reminds of a fencer (French). :D

Is it possible to include the gains/losses also, or would that be too much work. We don't need it, though (optional).

New ebbcharts system: Long > S&P 500 gauge (54.9%); Short <= 53%; Cash > 53% and <= 54.9%.

New strategy makes more sense since anything greater than 53% is bullish. :)

userque
04-01-2014, 10:28 AM
Thanks. Somehow, your avatar reminds of a fencer (French). :D

Is it possible to include the gains/losses also, or would that be too much work. We don't need it, though (optional).

New ebbcharts system: Long > S&P 500 gauge (54.9%); Short <= 53%; Cash > 53% and <= 54.9%.

New strategy makes more sense since anything greater than 53% is bullish. :)

Though it has (at least?) a few 'meanings,' I believe the avatar was made 'famous' by the movie, "V for Vendetta." I recommend it if you haven't seen it: V for Vendetta (2005) - IMDb (http://www.imdb.com/title/tt0434409/?ref_=nv_sr_1)

Including gains/losses is a great idea and well worth the effort. I'll make it happen.:cool:

ebbnflow
04-01-2014, 11:25 AM
Woohoo!

ebbnflow
04-01-2014, 11:42 AM
Thanks. Somehow, your avatar reminds of a fencer (French). :D

Is it possible to include the gains/losses also, or would that be too much work. We don't need it, though (optional).

New ebbcharts system: Long > S&P 500 gauge (54.9%); Short <= 53%; Cash > 53% and <= 54.9%.

New strategy makes more sense since anything greater than 53% is bullish. :)

According to our new strategy:

Patterns that are long (S-fund): 1/grn-grn-grn (55.3%); 3/grn-red-red (56.7%); 5/red-red-red (60.1%).
Patterns that are short (S-fund): 2/grn-grn-red (51.9%); 8/red-grn-red (52.2%).
Patterns that are cash (S-fund): 4/grn-red-grn (53.8%); 6/red-red-grn (54.4%); 7/red-grn-grn (53.2%).

7-yr. ebbtally chart (win percentages):
http://www.ebbcharts.com/ebbcharts/03__31__14b.gif

Last 5 trading patterns were 8, 2, 6, 4, and 6. Last 3 guesses would have been in cash according to our new strategy. :D

ebbnflow
04-01-2014, 02:28 PM
The ebbcharts have a pattern 8/red-grn-red (WP: C 55.4%, S 52.2%, I 56.7%) tomorrow, so the prediction is for a down day in the S-fund (52.2% < 53%). Pattern 8's signature says that it's weak in the S-fund.

Wednesday/Apr. 02: S-fund down.

http://www.ebbcharts.com/ebbcharts/03__31__14b.gif

userque
04-01-2014, 02:58 PM
4-2-14 down...1010.61

userque
04-01-2014, 03:14 PM
27916

I have posted this updated chart for yesterday for completeness/record-keeping's sake:cheesy:

Today's chart and an explanation of the spreadsheet cells will soon follow.

Cactus
04-01-2014, 03:31 PM
4/2 Up.

userque
04-01-2014, 03:37 PM
stand by

userque
04-01-2014, 03:41 PM
4/2 Up.

I see you Cactus and will update the chart. Nice call on today's action by the way:cool:

userque
04-01-2014, 03:51 PM
27919

Explanations/Descriptions will follow.

userque
04-02-2014, 08:10 AM
Chart Legend

The Simple Average Daily % is simply the sum of your daily percentage gains/losses, divided by the total number of days since starting a trading strategy. This average is a more realistic gauge as to how well a system works. Being 'right' on big movement days weighs more than being right on small movement days. As should be the case.

This average also makes it possible to fairly compare systems even though one has been trading longer than the other.

This average also factors in time. A system that is 100 % right one day per month is not as profitable as a system that is right 90% each trade, but trades everyday it can.

It's a simple average. For example, take it, compound it for 250 days and you've got an easy guess at how you would do over a year.

This average tells you whether your dog will hunt. It's where the rubber meets that road. The only way any system can make money is to average positive daily returns. The greater this number; the greater the returns.

% Correct is the percentage of correct guesses.

Next Guess is the guess for the close the next day. Up or down or cash.

Correct is the number of correct guesses

Total is the number of total guesses

Long Correct is the number of "up" guesses that were correct.

Long Total is the total number of "up" guesses.

Short Correct is the number of "down" guesses that were correct.

Short Total is the total number of "down" guesses.

Days In is the number of trading days since the first guess. It is mainly used to calculate the Simple Average Daily %.

% Change Today is the percent move the market made on your returns. Positive if you're on the right side. Negative if on the wrong side. Zero if in cash. It is mainly used to calculate the Simple Cumulative %.

Simple Cumulative % is the sum of the daily % Changes. It is mainly used to calculate the Simple Average Daily %.

The Chart is sorted first on Simple Average Daily %, when there is a tie there; then the sort moves to Days In as a system having longevity ought have more value than a system with a shorter track record...when they offer the same daily average return. If those two factors are tied, then the sort is based upon % Correct, then finally, alphabetically.

userque
04-02-2014, 08:51 AM
To be even more accurate, I plan to add a virtual 'balance' tracker of sorts to the chart.

Here's why:

Suppose a trader loses 50% one day; gains 50% the next; According to the current challenge, s/he would be 'even.' In reality they would be negative. (Example: $100 loses 50%=$50; then gains 50% [$25] to become $75, not even at all.)

Dealing with small percentages and for contest purposes, the error may be considered negligible. But since we have the technology to correct it, why not.

:)

ebbnflow
04-02-2014, 02:42 PM
The ebbcharts have pattern 1/grn-grn-grn (WP: C 52.8%, S 55.3%, I 49.8%) for tomorrow. Forecast: short C-fund; long S-fund; short I-fund.

Thursday/Apr. 03: S-fund up.

http://www.ebbcharts.com/ebbcharts/04__01__14b.gif

Cactus
04-02-2014, 02:43 PM
4/3 Up.

ebbnflow
04-02-2014, 02:46 PM
To be even more accurate, I plan to add a virtual 'balance' tracker of sorts to the chart.

Here's why:

Suppose a trader loses 50% one day; gains 50% the next; According to the current challenge, s/he would be 'even.' In reality they would be negative. (Example: $100 loses 50%=$50; then gains 50% [$25] to become $75, not even at all.)

Dealing with small percentages and for contest purposes, the error may be considered negligible. But since we have the technology to correct it, why not.

:)

You've done such a bang-up job on the spreadsheet, userque! We have our own S-fund AutoTracker. :cool:

userque
04-02-2014, 03:37 PM
You've done such a bang-up job on the spreadsheet, userque! We have our own S-fund AutoTracker. :cool:

Thanks!:D

Should have the new version ready today.

4-3-14 Down

userque
04-02-2014, 04:50 PM
27945

:blink:

Additional explanations/descriptions to follow.

userque
04-02-2014, 05:50 PM
Chart Legend, Part II

S-Fund / Buy-and-Hold. This represents the performance of 'buying and holding' the S-Fund. A benchmark?

Virtual Balance. Everyone starts with $1,000 virtual dollars. Trading outcomes are applied to this balance after every market close. The resulting balance is carried forward to the next trading session. The use of a 'balance' in tracking the performance of any trading strategy greatly increases the meaningfulness of any conclusions drawn from the tracker. It just got real.:cool:

Restarts / Do-overs. If you want to rejigger your system and start anew. You can. Your stats will be wiped clean and you will be given a new $1,000 virtual balance. However, a tally of the number of restarts will be kept in this column.

Simple Average Daily %. This average has been reformulated in light of the above. It takes your current balance, subtracts the initial balance ($1,000), calculates that percentage gain/loss, and divides this gain/loss by the number of days since the initial $1,000. As before, it levels the playing field. New accounts and 'do-overs' can be fairly compared to older accounts. Also like before, it's real-world. It takes however much you made/lost and divides it by the number of days you've had available to make/lose money. It answers the simple, basic, and most important question: Regardless of anything else, how much have you made/lost on average, per day.

Swing Trading Etc. It just dawned upon me:blink: that this spreadsheet can track any trading style; not just day-trading! For example, to trade longer term, you would just be long/short for several days in a row. If you want to go long/short for several days in a row, just post to that effect when you post your guess. A GOOD-TILL-CANCELED kinda thing.;)

Good Luck!:)

ebbnflow
04-02-2014, 09:55 PM
Woo-hoo! Can't get any more real than that, userque. We have the power to s-h-o-r-t. With great power, comes great responsibility...Stan Lee. :cool:

By the way, how many participants with gonads can we have before the process becomes too much to handle?

userque
04-02-2014, 11:18 PM
Woo-hoo! Can't get any more real than that, userque. We have the power to s-h-o-r-t. With great power, comes great responsibility...Stan Lee. :cool:

By the way, how many participants with gonads can we have before the process becomes too much to handle?

A lot :) ... Thanks

The work is mainly in noting who is long or short (not much work now :) but macros will help a lot with that if needed. The spreadsheet does the rest. I made it scalable for that very possibility.

I am working behind the scenes to make one that stores the trades, dates, and closing prices... in relation to each other.

We can also use this to test/compare other strategies or indicators, like trading moon cycles etc. for example to see just how robust they are, or are not. :)

Sent from my LG-LS980 using Tapatalk

Cactus
04-03-2014, 08:42 AM
Good Job on the spreadsheet, userque! One question on the Virtual Balance: Does it remain unchanged when in cash or does it grow according to the G Fund? With what it's paying these days I imagin it's not worth considering.

userque
04-03-2014, 09:00 AM
Good Job on the spreadsheet, userque! One question on the Virtual Balance: Does it remain unchanged when in cash or does it grow according to the G Fund? With what it's paying these days I imagin it's not worth considering.

Thanks Cactus.

Interesting question. Not sure how Ebb feels about it, but here are my thoughts:

Adding the G-fund would make the challenge 'not quite' an S-Fund challenge, and;

If adding the G-fund is 'ok,' why not add all the funds, and;

If adding all the funds is 'ok,' what are we doing if not an S-Fund challenge, and;

If that is 'ok,' then it seems to boil down to the question: Do we want an S-Fund challenge to test how well a system can predict the next-day session close, OR do we instead want a tracker that also tracks a running balance?

How say you all?

Cactus
04-03-2014, 09:20 AM
I guess it comes down to what you consider an S Fund challenge. The simplest is just to consider it cash in your pocket until you buy the stock. That would be the way I would go for simplicity. I just wasn't sure if that is what you were doing. The real world example would put it into your moneymarket accout until you buy the stock. For the TSP I see the G Fund fulfilling that role. That is why I asked. At todays rates it's not much of a difference but during the 80s & 90's it was something to consider. The baseline isn't zero but what you can make in a savings acount.

userque
04-03-2014, 09:54 AM
I guess it comes down to what you consider an S Fund challenge. The simplest is just to consider it cash in your pocket until you buy the stock. That would be the way I would go for simplicity. I just wasn't sure if that is what you were doing. The real world example would put it into your moneymarket accout until you buy the stock. For the TSP I see the G Fund fulfilling that role. That is why I asked. At todays rates it's not much of a difference but during the 80s & 90's it was something to consider. The baseline isn't zero but what you can make in a savings acount.

Good counter-point!

It's up to Ebb. This is his baby: I'm just the help. :blink:

userque
04-03-2014, 11:08 AM
I guess it comes down to what you consider an S Fund challenge. The simplest is just to consider it cash in your pocket until you buy the stock. That would be the way I would go for simplicity. I just wasn't sure if that is what you were doing. The real world example would put it into your moneymarket accout until you buy the stock. For the TSP I see the G Fund fulfilling that role. That is why I asked. At todays rates it's not much of a difference but during the 80s & 90's it was something to consider. The baseline isn't zero but what you can make in a savings acount.

Cactus,

In the event Ebb wants to implement this, do you know of a source of daily G-fund price changes besides the tsp.gov site?

ebbnflow
04-03-2014, 11:16 AM
We're not in the S-fund per se, but something equivalent to it (like an ETF), so no G-fund gains. We can buy/short on a daily basis already, so let's not be too greedy...Spartacus! :toung:

userque
04-03-2014, 11:23 AM
Reputations and current/future subscriber income may be at stake to certain players as the game continues. That said, in order to jump in front of any allegations of 'coat-tail riding' etc., or to protect proprietary commercial work product, or just to be prudent: use encryption:

https://encipher.it/

Post your encrypted guesses, up/down/price targets early. After all active participants have posted their guesses, encrypted or otherwise; post your key in order for everyone to decrypt your previously secret guess.

I have no affiliation to the above site.

userque
04-03-2014, 11:25 AM
We're not in the S-fund per se, but something equivalent to it (like an ETF), so no G-fund gains. We can buy/short on a daily basis already, so let's not be too greedy...Spartacus! :toung:

That's fair.

userque
04-03-2014, 11:43 AM
EnCt24b48d40a05fda81173b35d1d978a88c968ffe28a4b48d 40a05fda81173b35d1dNLrYcwb+lwG
QwMGOPVMrX+oiILF8tf45K0FMe+Ngmz5qnxnUBG/Y+qfpk9IVKJSMMUQCIwEmS


Decrypt it at https://encipher.it

userque
04-03-2014, 11:44 AM
decryption key:
tsptalk

userque
04-03-2014, 11:56 AM
After testing the other site, I think this site might work better:

Cryptomat - Online In-Browser Encryption and Decryption (http://cryptomat.com/)

Cactus
04-03-2014, 02:03 PM
Cactus,

In the event Ebb wants to implement this, do you know of a source of daily G-fund price changes besides the tsp.gov site?No, that's the only place I know of, but the point is moot now.

4/4 Down.

userque
04-03-2014, 02:38 PM
4/4 down

ebbnflow
04-03-2014, 02:41 PM
The ebbcharts have pattern 1/grn-grn-grn (WP: C 52.8%, S 55.3%, I 49.8%) for tomorrow. Forecast: short C-fund; long S-fund; short I-fund.

Thursday/Apr. 03: S-fund up.

http://www.ebbcharts.com/ebbcharts/04__01__14b.gif

I'm torn! I don't know if I should cheer or boo the hurt in the S-fund. :sick:

For Apr. 04, 2014:

Pattern: 7/red-grn-grn (WP: C 54.1%, S 53.2%, I 48.8%).
Strategy: long > 54.9%; short <= 53%; cash > 53% and <= 54.9%.
Forecast: cash C-fund; cash S-fund; short I-fund.

http://www.ebbcharts.com/ebbcharts/04__02__14b.gif[/QUOTE]

userque
04-03-2014, 06:49 PM
27966

userque
04-03-2014, 07:50 PM
I am grateful to this 'study'/challenge. It has caused me to discover some things regarding NN's that I've previously read weren't true by the 'experts.' While any trading conclusions are far off still, of course; I am truly interested in knowing:

Can the next day close be predicted accurately enough to profit from the prediction...by a NN or any other method? And,
How does a proper NN stand up to other systems? (Unfortunately, not many 'other systems' have entered the cage to date, or have left) :suspicious:

I had previously thought there to be too much randomness involved in a next-day-prediction...I'm not so sure that's the case now.:o:D

Most quality studies involve 'blindness' to neutralize unwanted bias/prejudice--intentional or otherwise. So as to not influence others consciously or more likely--subconsciously, I may encrypt my predictions.:toung:

Handballer
04-04-2014, 12:15 AM
"Most quality studies involve 'blindness' to neutralize unwanted bias/prejudice--intentional or otherwise. So as to not influence others consciously or more likely--subconsciously, I may encrypt my predictions".:toung: NO! Please don't.






Most quality studies involve 'blindness' to neutralize unwanted bias/prejudice--intentional or otherwise. So as to not influence others consciously or more likely--subconsciously, I may encrypt my predictions.:toung:



|
|

userque
04-04-2014, 12:50 AM
"Most quality studies involve 'blindness' to neutralize unwanted bias/prejudice--intentional or otherwise. So as to not influence others consciously or more likely--subconsciously, I may encrypt my predictions".:toung: NO! Please don't.






Most quality studies involve 'blindness' to neutralize unwanted bias/prejudice--intentional or otherwise. So as to not influence others consciously or more likely--subconsciously, I may encrypt my predictions.:toung:



|
|






LOL Ok... for now :)

Sent from my LG-LS980 using Tapatalk

ebbnflow
04-04-2014, 02:36 PM
I'm torn! I don't know if I should cheer or boo the hurt in the S-fund. :sick:

For Apr. 04, 2014:

Pattern: 7/red-grn-grn (WP: C 54.1%, S 53.2%, I 48.8%).
Strategy: long > 54.9%; short <= 53%; cash > 53% and <= 54.9%.
Forecast: cash C-fund; cash S-fund; short I-fund.

http://www.ebbcharts.com/ebbcharts/04__02__14b.gif

Even though I'm in cash for pattern 7 (WP: 53.2%), the loss today in the S-fund switches pattern 7 (WP: 52.9%) from cash to short because it's now at < 53%.

Long Patterns: 1 (55.1%); 3 (56.7%; 5 (60.1%).
Short Patterns: 2 (51.9%); 7 (52.9%); 8 (52.4%).
Cash Patterns: 4 (53.8%); 6 (54.5%).

For Apr. 07, 2014:

Pattern: 6/red-red-grn (WP: C 52.9%, S 54.5%, I 53.9%).
Strategy: long > 54.9%; short <= 53%; cash > 53% and <= 54.9%.
Forecast: short C-fund; cash S-fund; cash I-fund.

.......http://www.ebbcharts.com/ebbcharts/04__03__14b.gif

userque
04-04-2014, 02:58 PM
4-7-14 prediction:

U2FsdGVkX18Ad/hXR25ap6kLStaEohxaa2IRcO/7NEg=

Cryptomat - Online In-Browser Encryption and Decryption (http://cryptomat.com/)

:)

userque
04-04-2014, 03:16 PM
27987

userque
04-04-2014, 08:30 PM
4-7-14 prediction:

U2FsdGVkX18Ad/hXR25ap6kLStaEohxaa2IRcO/7NEg=

Cryptomat - Online In-Browser Encryption and Decryption (http://cryptomat.com/)

:)

Guess for 4-7-14 is/was down.

Confirm with decryption key:

handballer2

userque
04-04-2014, 08:41 PM
27993

Updated with decrypted guess.

Note: A couple of times, the market "closing" price has actually changed several cents, and many minutes after the close--at least according to Google Finance. The next version of the spreadsheet will be able to easily correct and incorporate these and other corrections--past and future. Should be ready by or before the middle of next week.

userque
04-06-2014, 07:15 AM
NN has found better solution. Guess is Up for tomorrow's close, 4-7-14. 1014.45 to be exact.

UPDATE: Doing some NN tweaking...Final guess by tonight.

userque
04-06-2014, 09:11 PM
NN has found better solution. Guess is Up for tomorrow's close, 4-7-14. 1014.45 to be exact.

UPDATE: Doing some NN tweaking...Final guess by tonight.

Still tweaking and crunching. Guess is still up, but new guess for the close is about 1007

userque
04-07-2014, 03:46 AM
Still tweaking and crunching. Guess is still up, but new guess for the close is about 1007

Final guess: 1011.19

ILoveTDs
04-07-2014, 11:42 AM
Can the next day close be predicted accurately enough to profit from the prediction...by a NN or any other method? And,
How does a proper NN stand up to other systems? (Unfortunately, not many 'other systems' have entered the cage to date, or have left) :suspicious:

If your interested ILTDTechnical is on the auto tracker

ebbnflow
04-07-2014, 11:49 AM
If your interested ILTDTechnical is on the auto tracker

I don't think you can short in the autotracker. In the challenge on this thread, you can. :D

userque
04-07-2014, 12:16 PM
If your interested ILTDTechnical is on the auto tracker

Thanks. Not sure what that is...didn't see it on the tracker. :blink: (https://www.tsptalk.com/tracker/tsp_user_balance_all_non_ps.php)

ebbnflow
04-07-2014, 02:37 PM
Even though I'm in cash for pattern 7 (WP: 53.2%), the loss today in the S-fund switches pattern 7 (WP: 52.9%) from cash to short because it's now at < 53%.

Long Patterns: 1 (55.1%); 3 (56.7%; 5 (60.1%).
Short Patterns: 2 (51.9%); 7 (52.9%); 8 (52.4%).
Cash Patterns: 4 (53.8%); 6 (54.5%).

For Apr. 07, 2014:

Pattern: 6/red-red-grn (WP: C 52.9%, S 54.5%, I 53.9%).
Strategy: long > 54.9%; short <= 53%; cash > 53% and <= 54.9%.
Forecast: short C-fund; cash S-fund; cash I-fund.

http://www.ebbcharts.com/ebbcharts/04__03__14b.gif

For Apr. 08, 2014:

S&P 500 gauge: 54.9% (7-yr. win percentage).
Pattern: 1/grn-grn-grn (WP: C 52.5%, S 55.1%, I 49.6%).
Strategy: long > 54.9%; short <= 53%; cash > 53% and <= 54.9%.
Forecast: short C-fund; long S-fund; short I-fund.

........http://www.ebbcharts.com/ebbcharts/04__04__14b.gif

userque
04-07-2014, 02:58 PM
For 4-8-14, Short S Fund

userque
04-07-2014, 03:16 PM
28030

userque
04-07-2014, 04:22 PM
For 4-8-14, Short S Fund

Oops, that should be UP, 990.67 to be exact :)

ebbnflow
04-07-2014, 05:00 PM
Oops, that should be UP, 990.67 to be exact :)

Userque, the S-fund closed at 993.21 today, so if your target is 990.67 for tomorrow, then your guess of 'down' S-fund is the correct one. Which is it, up or down? :D

userque
04-07-2014, 05:33 PM
Userque, the S-fund closed at 993.21 today, so if your target is 990.67 for tomorrow, then your guess of 'down' S-fund is the correct one. Which is it, up or down? :DLOL...I'll have what he's drinking...2803328034Is it me...or you?:blink:

ebbnflow
04-07-2014, 05:43 PM
Haha...I was looking at this. Carry on. :D

^DWCPF: Summary for Dow Jones U.S. Completion Total- Yahoo! Finance (http://finance.yahoo.com/q?s=%5EDWCPF&ql=0)

userque
04-07-2014, 05:53 PM
hehe...sometimes I too find that determining the previous close is more difficult than predicting the next close :D

userque
04-08-2014, 06:13 AM
ebb,

Wake up! Have you got an exit strategy for this challenge? Is it when all but one participant cries, "UNCLE!" Or when a certain monetary finish line is reached (profit or loss)? Or after a certain defined time period...a period long enough to determine, beyond reasonable doubts, that a system either works or it doesn't? Is there a 'slaughter rule' like the one for pick-up basketball games?

In poker, it is good etiquette for a decisively winning player to stick around (at least) long enough to give the other players a chance to win their money back (especially) after a super big, many folks 'all in,' type of pot is played. We aren't facing such a player yet:suspicious:, but we should be prepared.

When my blood-svedka level rises to a proper plateau , I may add artificial players to the game. One such guy/gal will make ALL the RIGHT trades, they will represent how much money we could be making if we actually knew what we were doing. Maybe another should be added to make ALL the WRONG trades to show us what a worst-case scenario looks like. And perhaps another could be added to make random decisions; they will represent the random walk believers. And maybe a player to only short the market.

P.S. Latest guess for the close is 991.62

que

ebbnflow
04-08-2014, 07:24 AM
Trader king should be crowned by the end of the year. We should see by then what works. :D

If you want to try out some strategy, or a random guy like joe six-pack, then it's up to you.

Did you IFT to the I-fund, userque? The I-fund takes a dump when pattern 1/grn-grn-grn appears on the ebbcharts. It has a winning percentage of only 49.6%. Compare that with 55.1% in the S -fund. Futures are looking bad for the I-fund right now...my guesstimate shows a loss of -0.70%. The other funds are okay, so far. Still too early, though.

http://www.ebbcharts.com/ebbcharts/04__07__14b.gif

userque
04-08-2014, 08:17 AM
Trader king should be crowned by the end of the year. We should see by then what works. :D

If you want to try out some strategy, or a random guy like joe six-pack, then it's up to you.

Did you IFT to the I-fund, userque? The I-fund takes a dump with pattern 1/grn-grn-grn showing on the ebbcharts. It has a winning percentage of only 49.6%. Compare that with 55.1% in the S -fund. Futures are looking bad for the I-fund right now...my guesstimate shows a loss of -0.70%. The other funds are okay, so far. Still too early, though.

Copy that re: end of year.

Welllll Yeah....regarding the IFT....long story short: I'm learning new NN software and utilizing its more effective NN optimization/evaluation tools and techniques. These tools allowed me to realize my previous TSP NN was majorly flawed! :worried: After a little optimization and learning, the newly configured NN burped out (after I had already made the IFT) that today is an 'up' day for I fund, but that the rest of the month is down.... I haven't ran this NN for very long as I am still pruning and optimizing. I will have what I consider a reliable solution after I let it run for several several several minutes.

Appreciate the 'heads-up' btw!:o


P.S.

I'm seeing a lot of posts referring to 'the futures.' When I used to daytrade and watch CNBC morning 'til closing bell, it was well understood that the futures would only reliably 'predict' the OPENING action. Has something changed as to now make folks believe the futures can predict the whole trading session outcome?

P.S.S.

Re: Ebbcharts. In the betting/gambling world it is understood that it is ok to take a low probability bet if the odds are in your favor. For example, it might be a good trade to make even if the odds of success are less than even WHEN the reward is substantial. For another example, a bet that has a 1 in 100 chance of hitting ($1 bet) is still a good bet if the payoff is 1000 fold ($1000 payoff). In other words, if I make this bet 100 times, I should win once. If I do, is it worth it? Yes, because I will win ten times ($1000) my expenses ($100).

Your charts take into account the odds of winning, but they don't seem to factor in a projected/calculated/statistical variance in the reward--the amount won versus the amount stood to lose.

In still other words, though a day may average being down 60% of the time, it may average 5% up when it is up; and only 0.5% down when it is down. All of this information may make being long that day a good bet. When you only look at up/down percentages, you're leaving a lot of information on the table, no?

que

ebbnflow
04-08-2014, 11:21 AM
What you posit may very well be true, especially for your system because it deals with price targets. The only time I deal with price is when it's converted to sentiment as part of the equation for my system. Determining the cycles for the C, S, and I-fund also come into play.

The way I see it, knowing how much gain/loss to expect is not as important as knowing when to get in or out. In the end, gains/losses averages out over time, so I don't bother with it. Makes life simpler. :D

Sing baby...I mean S-fund...sing! Let's hope it doesn't hit the high note until tomorrow. :rolleyes:

userque
04-08-2014, 11:39 AM
moved to F Fund based on rushed analysis. Not sure I made the tsp deadline, but definitely missed tsptalk's deadline.:embarrest:

ebbnflow
04-08-2014, 02:33 PM
For Apr. 08, 2014:

S&P 500 gauge: 54.9% (7-yr. win percentage).
Pattern: 1/grn-grn-grn (WP: C 52.5%, S 55.1%, I 49.6%).
Strategy: long > 54.9%; short <= 53%; cash > 53% and <= 54.9%.
Forecast: short C-fund; long S-fund; short I-fund.

http://www.ebbcharts.com/ebbcharts/04__04__14b.gif

For Apr. 09, 2014:

S&P 500 gauge: 54.9% (7-yr. win percentage).
Pattern: 1/grn-grn-grn (WP: C 52.5%, S 55.1%, I 49.6%). Note: WP not updated yet.
Strategy: long > 54.9%; short <= 53%; cash > 53% and <= 54.9%.
Forecast: short C-fund; long S-fund; short I-fund.

http://www.ebbcharts.com/ebbcharts/04__07__14b.gif

userque
04-08-2014, 03:25 PM
4-9-2014: UP, 996.80

userque
04-08-2014, 03:36 PM
28056

ebbnflow
04-08-2014, 08:48 PM
Trader king should be crowned by the end of the year. We should see by then what works. :D

If you want to try out some strategy, or a random guy like joe six-pack, then it's up to you.

Did you IFT to the I-fund, userque? The I-fund takes a dump when pattern 1/grn-grn-grn appears on the ebbcharts. It has a winning percentage of only 49.6%. Compare that with 55.1% in the S -fund. Futures are looking bad for the I-fund right now...my guesstimate shows a loss of -0.70%. The other funds are okay, so far. Still too early, though.

http://www.ebbcharts.com/ebbcharts/04__07__14b.gif

Yep, pattern 1/grn-grn-grn continues to read the I-fund like a book (C +0.41%, S +0.76%, I -0.01%). :cool:

http://www.ebbcharts.com/ebbcharts/04__08__14b.gif

ebbnflow
04-09-2014, 12:09 PM
EFA (I-fund) is showing a gain of +0.71% @1:15 PM ET, but my guesstimate has it closer to no gains at all. :rolleyes:

ebbnflow
04-09-2014, 01:23 PM
Final MSCI EAFE shows a gain of +0.16% in the I-fund (sans FV).

Skyrockets in flight. Afternoon delight. :D

ebbnflow
04-09-2014, 02:52 PM
For Apr. 09, 2014:

S&P 500 gauge: 54.9% (7-yr. win percentage).
Pattern: 1/grn-grn-grn (WP: C 52.7%, S 55.3%, I 49.4%). Note: WP updated.
Strategy: long > 54.9%; short <= 53%; cash > 53% and <= 54.9%.
Forecast: short C-fund; long S-fund; short I-fund.

http://www.ebbcharts.com/ebbcharts/04__07__14b.gif

For Apr. 10, 2014:

S&P 500 gauge: 54.9% (7-yr. win percentage).
Pattern: 2/grn-grn-red (WP: C 55.1%, S 51.9%, I 53.4%).
Strategy: long > 54.9%; short <= 53%; cash > 53% and <= 54.9%.
Forecast: long C-fund; short S-fund; cash I-fund.

Worst pattern for the S-fund.

http://www.ebbcharts.com/ebbcharts/04__08__14b.gif

userque
04-09-2014, 03:11 PM
4-10-14 guess: down, 1003.25

userque
04-09-2014, 03:24 PM
28068

market closed date should read 4-9-14

userque
04-10-2014, 01:23 AM
Another late night guess change: UP 1007.28 (Hopefully, I won't regret this change as must as I did a previous change I made :worried:)

I love it when the NN's differ with the EbbCharts ;)

(Once I finish this latest updating/configuring of the NN's, they will be running continuously without being 'reset,' as they are being now. This will allow them to save and build from previous learning, rather than begin started anew each day or less. Then they should become 'smarter' and smarter [by a smaller and smaller factor] each day; and be much less likely to "change their minds." That's the hope at least...the challenge will reveal. :)

userque
04-10-2014, 03:32 AM
Last guess: 1008.58

Just overhauled the NN, so it likely won't be able to beat the 'accuracy'(/probability/reliability) of it's above guess before market open.

UPDATE: Correction: The S-Fund Challenge NN hasn't been overhauled. I overhauled the F-Fund NN. S-Fund Challenge NN still has all of its wits and may still give a better guess before long.:)

ebbnflow
04-10-2014, 11:29 AM
Another late night guess change: UP 1007.28 (Hopefully, I won't regret this change as must as I did a previous change I made :worried:)

I love it when the NN's differ with the EbbCharts. ;)

(Once I finish this latest updating/configuring of the NN's, they will be running continuously without being 'reset,' as they are being now. This will allow them to save and build from previous learning, rather than begin started anew each day or less. Then they should become 'smarter' and smarter [by a smaller and smaller factor] each day; and be much less likely to "change their minds." That's the hope at least...the challenge will reveal. :)

My feelings, exactly! :D

ebbnflow
04-10-2014, 02:52 PM
For Apr. 10, 2014:

S&P 500 gauge: 54.9% (7-yr. win percentage).
Pattern: 2/grn-grn-red (WP: C 55.1%, S 51.9%, I 53.4%).
Strategy: long > 54.9%; short <= 53%; cash > 53% and <= 54.9%.
Forecast: long C-fund; short S-fund; cash I-fund.

Worst pattern for the S-fund.

http://www.ebbcharts.com/ebbcharts/04__08__14b.gif

I did say it was the worst pattern for the S-fund. :rolleyes:

For Apr. 11, 2014:

S&P 500 gauge: 54.9% (7-yr. win percentage).
Pattern: 6/red-red-grn (WP: C 52.7%, S 54.3%, I 53.7%).
Strategy: short <= 53%; cash > 53% and <= 54.9%; long > 54.9%.
Forecast: short C-fund; cash S-fund; cash I-fund.

http://www.ebbcharts.com/ebbcharts/04__09__14b.gif

userque
04-10-2014, 03:03 PM
Ouch, that hurt :(

Guess for 4-11-14: UP 994.45

userque
04-10-2014, 03:20 PM
28091

RealMoneyIssues
04-10-2014, 03:21 PM
Up

Sent from my Samsung Galaxy S4 using tapatalk...

userque
04-10-2014, 03:30 PM
Up

Sent from my Samsung Galaxy S4 using tapatalk...

Got it.

ebbnflow
04-11-2014, 11:06 AM
What was I thinking? When I began this challenge, my strategy was to go short if a pattern's win percentage is less than 54.9% (7-yr. S&P 500 win percentage) and go long if it's over 54.9%. The problem with this is I'll be shorting with 5 patterns and going long with only 3. And to go short on any pattern with a win percentage of over 53% is just wrong. Anything over 53% is bullish in my book, so it was a losing proposition.

Old strategy: short < 54.9%; cash = 54.9%; long > 54.9%.
New strategy: short <= 53%; cash > 53% and <= 54.9%; long > 54.9%.

Using the new strategy, my winning percentage would be 5/7 instead of 5/10. Yep, 3 of those guesses would have been in cash. The trading setup will have 3 short, 2 cash, and 3 long patterns.

Short patterns: 2/grn-grn-red (51.7%); 7/red-grn-grn (52.9%); 8/red-grn-red (52.4%).
Cash patterns: 4/grn-red-grn (53.8%); 6/red-red-grn (54.3%).
Long patterns: 1/grn-grn-grn (55.5%); 3/grn-red-red (56.7%); 5/red-red-red (60.1%).

http://www.ebbcharts.com/ebbcharts/04__10__14b.gif

userque
04-11-2014, 11:45 AM
What was I thinking? When I began this challenge, my strategy was to go short if a pattern's win percentage is less than 54.9% (7-yr. S&P 500 win percentage) and go long if it's over 54.9%. The problem with this is I'll be shorting with 5 patterns and going long with only 3. And to go short on any pattern with a win percentage of over 53% is just wrong. Anything over 53% is bullish in my book, so it was a losing proposition.

Old strategy: short < 54.9%; cash = 54.9%; long > 54.9%.
New strategy: short <= 53%; cash > 53% and <= 54.9%; long > 54.9%.

Using the new strategy, my winning percentage would be 5/7 instead of 5/10. Yep, 3 of those guesses would have been in cash. The trading setup will have 3 short, 2 cash, and 3 long patterns.

...


The benefits of testing a system with a virtual trading platform rather than with just percentage calculations.

ebbnflow
04-11-2014, 12:30 PM
The benefits of testing a system with a virtual trading platform rather than with just percentage calculations.

Hear, hear! The platform is open to anyone, so it's time to put your money where your mouth is. :D

ebbnflow
04-11-2014, 02:53 PM
I did say it was the worst pattern for the S-fund. :rolleyes:

For Apr. 11, 2014:

S&P 500 gauge: 54.9% (7-yr. win percentage).
Pattern: 6/red-red-grn (WP: C 52.7%, S 54.3%, I 53.7%).
Strategy: short <= 53%; cash > 53% and <= 54.9%; long > 54.9%.
Forecast: short C-fund; cash S-fund; cash I-fund.

http://www.ebbcharts.com/ebbcharts/04__09__14b.gif

For Apr. 14, 2014:

S&P 500: 54.9% (7-yr. win percentage).
Pattern: 7/red-grn-grn (WP: C 53.9%, S 52.9%, I 48.5%).
Strategy: short <= 53%; cash > 53% and <= 54.9%; long > 54.9%.
Forecast: cash C-fund; short S-fund; short I-fund.

http://www.ebbcharts.com/ebbcharts/04__10__14b.gif

userque
04-11-2014, 03:00 PM
ouch!...more pain...

4-14-14 Guess: UP

RealMoneyIssues
04-11-2014, 03:27 PM
Up

Sent from my Samsung Galaxy S4 using tapatalk...

oops, lets try Monday... up

userque
04-11-2014, 03:42 PM
28113

userque
04-11-2014, 03:49 PM
Target: 994.58 :blink:

userque
04-12-2014, 10:25 PM
Target: 994.58 :blink:

After much tinkering under the hood; looks like DOWN to 960.25 for Monday.:confused:

userque
04-13-2014, 04:36 PM
While investigating (for hours) the recent performance of the NN, I discovered a major FUBAR! Some type of way, I shifted the spreadsheet cells in the all-important price output column. This is the sheet that is imported into the NN. Suppose I hadn't had enough to drink that day. Anyway, hopefully the madness is over and I can get back to wwwwinning!:toung:

NN 2.0 is currently crunching, will post results later.


UPDATE:

That was fast. When the input makes sense, NN can figure things out nicely. While continued crunching will likely change the target, it's UP forecast, I'm suspecting, will remain...we'll see...maybe, as it's not projecting to be up by that much right now.

UP, target: 972.22

ebbnflow
04-14-2014, 06:41 AM
For Apr. 14, 2014:

S&P 500: 54.9% (7-yr. win percentage).
Pattern: 7/red-grn-grn (WP: C 53.9%, S 52.9%, I 48.5%).
Strategy: short <= 53%; cash > 53% and <= 54.9%; long > 54.9%.
Forecast: cash C-fund; short S-fund; short I-fund.

http://www.ebbcharts.com/ebbcharts/04__10__14b.gif

Early Monday morning and the I-fund is down -0.69%. European markets are down and the dollar index is down -0.32%. The other funds are faring much better. Pattern 7/red-grn-grn happens to be the worst pattern for the I-fund with a winning percentage of only 48.5%.

userque
04-14-2014, 12:11 PM
4-15-14 UP

RealMoneyIssues
04-14-2014, 12:21 PM
Up

Sent from my Samsung Galaxy S4 using tapatalk...

userque
04-14-2014, 12:51 PM
While investigating (for hours) the recent performance of the NN, I discovered a major FUBAR! Some type of way, I shifted the spreadsheet cells in the all-important price output column. This is the sheet that is imported into the NN. Suppose I hadn't had enough to drink that day. Anyway, hopefully the madness is over and I can get back to wwwwinning!:toung:

NN 2.0 is currently crunching, will post results later.


UPDATE:

That was fast. When the input makes sense, NN can figure things out nicely. While continued crunching will likely change the target, it's UP forecast, I'm suspecting, will remain...we'll see...maybe, as it's not projecting to be up by that much right now.

UP, target: 972.22

Since the market is closer to 972 than 977, I feel better now revealing that the NN updated its guess last night to 977.93 for today.

ebbnflow
04-14-2014, 03:13 PM
For Apr. 14, 2014:

S&P 500: 54.9% (7-yr. win percentage).
Pattern: 7/red-grn-grn (WP: C 53.9%, S 52.9%, I 48.5%).
Strategy: short <= 53%; cash > 53% and <= 54.9%; long > 54.9%.
Forecast: cash C-fund; short S-fund; short I-fund.

http://www.ebbcharts.com/ebbcharts/04__10__14b.gif

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.

http://www.ebbcharts.com/ebbcharts/04__11__14b.gif

userque
04-14-2014, 03:20 PM
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.

Ebb, all funds are up today, including the I-Fund. Are you staying with Long S? I'm asking in case it affects your charts and thus, your forecast...and I'm getting ready to post the tally along with predictions.:o

ebbnflow
04-14-2014, 03:27 PM
Ebb, all funds are up today, including the I-Fund. Are you staying with Long S? I'm asking in case it affects your charts and thus, your forecast...and I'm getting ready to post the tally along with predictions.:o

Monday's final MSCI EAFE shows a loss of -0.20% in the I-fund. I don't expect any +FV with the dollar index up almost a third of a percent. Yes, I'm long S for tomorrow. :)

userque
04-14-2014, 03:32 PM
28153

ebbnflow
04-14-2014, 03:42 PM
oops, lets try Monday... up

I don't think you saw this, userque. RealMoneyIssues guessed up for today, Monday. :D

userque
04-14-2014, 04:04 PM
28154


Corrected Version

Nice catch Ebb!:) Sorry 'bout that RMI.:embarrest:


(Still working on spreadsheet 2.0. It will be much easier[automated] to correct/verify/reconcile. Also, it will correct the slight errors caused by a 'creeping' closing price. [I should have let the price settle.] The current system doesn't retain history [other than these posts] and is difficult [manual] to correct.)

ebbnflow
04-14-2014, 04:25 PM
28154


Corrected Version

Nice catch Ebb!:) Sorry 'bout that RMI.:embarrest:


(Still working on spreadsheet 2.0. It will be much easier[automated] to correct/verify/reconcile. Also, it will correct the slight errors caused by a 'creeping' closing price. [I should have let the price settle.] The current system doesn't retain history [other than these posts] and is difficult [manual] to correct.)

Userque, do you think we need another thread just for guesses and nothing else? It might even entice folks to join in on the fun without the pressure. :D

userque
04-14-2014, 04:26 PM
Initial target for 4-15-14: 978.92

userque
04-14-2014, 04:44 PM
Initial target for 4-15-14: 978.92

Updated NN with today's action. New guess is DOWN...

userque
04-14-2014, 05:24 PM
Updated NN with today's action. New guess is DOWN...
still up :blink:

userque
04-15-2014, 03:48 AM
Userque, do you think we need another thread just for guesses and nothing else? It might even entice folks to join in on the fun without the pressure. :D

Wow! I missed this post :o I concur with the additional thread:).

userque
04-15-2014, 05:29 AM
still up :blink:

Until Ebb starts the new 'guess' thread, I'm relegated to continue posting my guesses/musings here:

Latest guess: DOWN 965.65

ebbnflow
04-15-2014, 12:32 PM
Anyone is invited to guess at the direction of the market for tomorrow. You can be long (up), short (down), or cash (sideline) anytime you want. No guess for the day means you'll be in cash. No comments, please. Just enter the date, your guess, and it will be tallied in userque's spreadsheet. Your account will start with a balance of $1,000. :)

ebbnflow
04-15-2014, 12:37 PM
04/16/14 cash

RealMoneyIssues
04-15-2014, 12:47 PM
Up, well, hoping it is up...

zzzgator
04-15-2014, 02:14 PM
4/16/14 Long

userque
04-15-2014, 03:03 PM
4-16-14 down

RealMoneyIssues
04-15-2014, 03:07 PM
4-16-14 down

Party pooper

ebbnflow
04-15-2014, 03:34 PM
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.

http://www.ebbcharts.com/ebbcharts/04__11__14b.gif

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

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

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.

http://www.ebbcharts.com/ebbcharts/04_14_14b.gif

userque
04-15-2014, 04:26 PM
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.:)

ebbnflow
04-15-2014, 04:38 PM
Userque, how come you have MrJohnRoss at 1/1 on this chart when the other charts show 0-1? Curious minds wanna know. :D

userque
04-15-2014, 04:54 PM
Userque, how come you have MrJohnRoss at 1/1 on this chart when the other charts show 0-1? Curious minds wanna know. :D

Good question.:blink: He predicted 'up' for 3-27, While rushing to finish the sheet for today's debut:rolleyes:, 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:eek:

userque
04-15-2014, 05:22 PM
28184

corrected...except for 'volitile' :)

ebbnflow
04-15-2014, 05:52 PM
Thanks for the updates! :)

userque
04-15-2014, 05:58 PM
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.:D

userque
04-15-2014, 07:19 PM
28186

Chart legend update forthcoming.

Stoplight
04-15-2014, 07:31 PM
'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.:D

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...

userque
04-15-2014, 07:55 PM
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:cool: 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

Stoplight
04-15-2014, 08:30 PM
...I'll be here all week. Oh, and uh, try the veal.:)

...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

Still pushing the veal, eh ? "Management" must like you ! :)

From what little I understand, NN is just too alien to me...although I'm interested, I suspect my head would explode if you tried to explain it to me...just like it does while trying to understand Ebb's "patterns" :D Just show me what works, and what doesn't work ! That's why this "competition" is interesting to me !

RE: the old engineering joke...Would you believe my Grand-Niece asked me that EXACT question the other night ? Made me LOL !!! I think she went out on a date with a mechanical engineer...poor Woman !

Stoplight...

userque
04-15-2014, 09:01 PM
Still pushing the veal, eh ? "Management" must like you ! :)
From what little I understand, NN is just too alien to me...although I'm interested, I suspect my head would explode if you tried to explain it to me...just like it does while trying to understand Ebb's "patterns" :D Just show me what works, and what doesn't work ! That's why this "competition" is interesting to me !
RE: the old engineering joke...Would you believe my Grand-Niece asked me that EXACT question the other night ? Made me LOL !!! I think she went out on a date with a mechanical engineer...poor Woman !
Stoplight...

Depends upon how the NN is explained as to whether your head explodes:)

The 'competition' will separate the wheat from the chaff...over time.

IMO, Ebb doesn't explain his charts well...at least not how I would explain them if I understood them. (Hint, Hint, Ebb:)) Ebb would have to be willing to undergo my rigorous cross-examination (not many can handle such questioning) before I could say I understand his charts.;) After that, I would be willing to post a user-friendly description/explanation of the charts on behalf of Ebb.;)

ebbnflow
04-15-2014, 09:34 PM
Depends upon how the NN is explained as to whether your head explodes:)

The 'competition' will separate the wheat from the chaff...over time.

IMO, Ebb doesn't explain his charts well...at least not how I would explain them if I understood them. (Hint, Hint, Ebb:)) Ebb would have to be willing to undergo my rigorous cross-examination (not many can handle such questioning) before I could say I understand his charts.;) After that, I would be willing to post a user-friendly description/explanation of the charts on behalf of Ebb.;)

I keep telling folks it's not rocket science. I just tally the results of the C, S, and I-fund for the patterns (been doing it for 7 years). I only use addition, honest! Only one pattern gets updated every day. Has anyone tried comparing the difference between yesterday's chart and today's updated chart? Does anyone understand how I get the signals (short, cash, or long) by just looking at the Strategy parameters? :confused:

userque
04-15-2014, 09:42 PM
28186

Chart legend update forthcoming.
28191

Thought I would help Tom out by deleting old 'attachments' via my settings and reducing my server footprint:rolleyes:...had no idea doing that would delete the attachments in my prior posts:blink: (Thought they were redundant.)

Here's the latest post again. I have the older ones stored locally if anyone in interested.

userque
04-16-2014, 04:27 AM
I keep telling folks it's not rocket science. I just tally the results of the C, S, and I-fund for the patterns (been doing it for 7 years). I only use addition, honest! Only one pattern gets updated every day. Has anyone tried comparing the difference between yesterday's chart and today's updated chart? Does anyone understand how I get the signals (short, cash, or long) by just looking at the Strategy parameters? :confused:

Wow, missed this post earlier:blink:

Ebb, I'm certain your charts are simple, you just haven't explained them well. 40,000 Frenchmen aren't wrong. If you're game, I will read your explanatory material, and ask you about what doesn't make sense to me until I understand it or you say "UNCLE!":)

userque
04-16-2014, 04:52 AM
Still pushing the veal, eh ? "Management" must like you ! :)

From what little I understand, NN is just too alien to me...although I'm interested, I suspect my head would explode if you tried to explain it to me...just like it does while trying to understand Ebb's "patterns" :D Just show me what works, and what doesn't work ! That's why this "competition" is interesting to me !

RE: the old engineering joke...Would you believe my Grand-Niece asked me that EXACT question the other night ? Made me LOL !!! I think she went out on a date with a mechanical engineer...poor Woman !

Stoplight...

I hope this simple analogy doesn't 'splode your brain:worried: I looked briefly on the net for one, but couldn't find one simple enough, imo.

There have been some great recent posts here regarding April 15 statistics going back to, let's say 1955 or so. Typical statistics will add all the percentage changes for April 15 (or for where April 15th falls on a Tuesday, etc. etc.) for all those years and achieve a bias for that day. An average. I think Ebb does something similar.

Someone willing to put in a lot more work could work out the averages for each year, individually, from 1955-2013, analyse the data, and possibly determine that the bias varies by a predictable amount each year, and then formulate an algorithm or formula to predict the bias as it relates to each year. Such a person would have an advantage over someone simply using a simple average over all the years to predict a 2014 bias for April 15, given only prior years data without an algorithm explaining how the bias is changing over the years.

Suppose differently that someone looks at the averages based upon what day of the week April 15 falls. Like above, this can easily be done with simple statistics. They would conclude to the effect of: bias when it falls on a Monday is this....on a Tuesday is that, or the other....

Now suppose they wanted to know the bias when the previous close was 'up' versus 'down,' AND when the close before that was up or down; OR instead of just up or down; when its up 0-0.5%, versus 0.5-1.0%, versus ....., 0-0.1%, (as the percentage divisions approach infinity and the size of each division approaches zero). A realistically impossible task for a human.

Humans typically only compare one or two inputs at a time in these sort of cases: April 15th bias, April 15th and Monday bias, etc.

A NN, like above, could factor in the year as well as the day of the week as well as infinite price 'divisions' as well as the closes of the last several days as well as ...lunar cycles... etc. A NN running on a typical home computer can effectively handle scores of inputs, with thousands of samples/examples to analysis. Virtually impossible for a human with Excel or even an advance trading platform to accomplish (unless it properly utilizes some extremely customizable machine learning technology).

A NN is statistics on steroids...

I could go on: Why they don't "work" for some folks. Why they do work for some folks. Etc.

Hope this helps, if not, I can try again if you like.

IMO,

Q

userque
04-16-2014, 05:22 AM
S-Fund Challenge Tally Legend, Update


The tally now includes additional virtual traders. Virtual traders now have an '*' in front of their handle for easy identification. These traders are:

*Always Short: This trader is always short the market. I added it to balance *S-Fund, who is always long the market. Can you beat them?

*Random Walker, Sr./Jr.: Sr. trades based upon the NY Numbers game. If the midday drawing for that trading day falls >=500, then he predicts the next day close to be up, else he predicts down. Jr. likewise bases his predictions on the Illinois Pick 3 Midday drawing. Shouldn't they break even if the market is random? Can you beat them? They won't be around forever; just long enough to show whether the walk is random.

I've also added a column, "Current Cash Days in a Row." This column tracks the number of days a trader has currently been in cash. It can help observers decide for themselves whether a trader is actively trading their account.

Q

ebbnflow
04-16-2014, 06:32 AM
I hope this simple analogy doesn't 'splode your brain:worried: I looked briefly on the net for one, but couldn't find one simple enough, imo.

There have been some great recent posts here regarding April 15 statistics going back to, let's say 1955 or so. Typical statistics will add all the percentage changes for April 15 (or for where April 15th falls on a Tuesday, etc. etc.) for all those years and achieve a bias for that day. An average. I think Ebb does something similar.

Someone willing to put in a lot more work could work out the averages for each year, individually, from 1955-2013, analyse the data, and possibly determine that the bias varies by a predictable amount each year, and then formulate an algorithm or formula to predict the bias as it relates to each year. Such a person would have an advantage over someone simply using a simple average over all the years to predict a 2014 bias for April 15, given only prior years data without an algorithm explaining how the bias is changing over the years.

Suppose differently that someone looks at the averages based upon what day of the week April 15 falls. Like above, this can easily be done with simple statistics. They would conclude to the effect of: bias when it falls on a Monday is this....on a Tuesday is that, or the other....

Now suppose they wanted to know the bias when the previous close was 'up' versus 'down,' AND when the close before that was up or down; OR instead of just up or down; when its up 0-0.5%, versus 0.5-1.0%, versus ....., 0-0.1%, (as the percentage divisions approach infinity and the size of each division approaches zero). A realistically impossible task for a human.

Humans typically only compare one or two inputs at a time in these sort of cases: April 15th bias, April 15th and Monday bias, etc.

A NN, like above, could factor in the year as well as the day of the week as well as infinite price 'divisions' as well as the closes of the last several days as well as ...lunar cycles... etc. A NN running on a typical home computer can effectively handle scores of inputs, with thousands of samples/examples to analysis. Virtually impossible for a human with Excel or even an advance trading platform to accomplish (unless it properly utilizes some extremely customizable machine learning technology).

A NN is statistics on steroids...

I could go on: Why they don't "work" for some folks. Why they do work for some folks. Etc.

Hope this helps, if not, I can try again if you like.

IMO,

Q

Thanks for the NN explanation. What line of work did you say you're in? :D

I think that's what the Seasonality Chart does and I've seen JTH average out particular days in relation to some other stuff, also. The patterns I get from the C, S, and I-fund don't depend on dates. So it won't matter if we transition into a bear market, the ebbchart patterns will know and adjust accordingly. I have a chart that shows the performance of the patterns during the bear market crash of 2008. In the chart below, pretty much every pattern behaved as it should except for pattern 3. I can just imagine being long and short with these patterns in 2008. :nuts:

Bearish green patterns (CSI win percentages): 1 (27%), 2 (39%), 4 (53%), 7 (53%).
Bullish red patterns (CSI win percentages): 3 (37%), 5 (55%); 6 (63%), 8 (58%).

http://www.ebbcharts.com/ebbcharts/yearly_ebbtally.gif

userque
04-16-2014, 07:20 AM
Thanks for the NN explanation. What line of work did you say you're in? :D

I think that's what the Seasonality Chart does and I've seen JTH average out particular days in relation to some other stuff, also. The patterns I get from the C, S, and I-fund don't depend on dates. So it won't matter if we transition into a bear market, the ebbchart patterns will know and adjust accordingly. I have a chart that shows the performance of the patterns during the bear market crash of 2008. In the chart below, pretty much every pattern behaved as it should except for pattern 3. I can just imagine being long and short with these patterns in 2008. :nuts:

Bearish green patterns (CSI win percentages): 1 (27%), 2 (39%), 4 (53%), 7 (53%).
Bullish red patterns (CSI win percentages): 3 (37%), 5 (55%); 6 (63%), 8 (58%).


'u Welcome;)

Yes, I've seen JTH use three inputs!:) Calendar day; Month; Day of Week. Doing this requires a lot of data to get a large enough and statistically meaningful sample size...hence, going back to 1955 and such. The issue with using old data is...well...it's old. Ask and answer for yourself: do the markets move today, with Super Montage, etc., like they did in the 50's and 60's...or 70's...or 80's...or even 90's.? If not, you're using "bad" data. That's another example of where a NN does well. As I've stated earlier, it can detect and account for subtle (or gross), "hidden," or complex variances. (Of course, the better and cleaner the data; the better the results.)

Basically, whatever you're doing, a NN should allow you to do it exponentially better, imo. For example:

Say you only trade using a simple moving average. Well plug several differently SMA's into the NN and see which performs best (using internal analysis tools of the software); then have the NN use it to generate your signals after you teach it what a "signal" is. (BTW, I did a study using indicators and NN's: I concluded that indicators are for humans; they simplify things. A NN would rather have the previous nine closing prices rather than a nine day SMA. Even so, NN can be bogged down by limited computer power and relatively too much data. So sometimes you can take short cuts like using indicators etc.)

Your charts seem to be working so far, but the race is long and the NN is now learning from every wrong move it makes. To the extent that the market is predictable, it can be predicted. Only time will tell.

By the way, NN was showing UP day for today after final round of tweaks and adjustments. It was late so I'm letting my original guess stand. Now that I've finished the spreadsheet, Going forward, I should have more firm guesses and have them earlier.

Q

UPDATE: NN is still crunching, but target so far is 984'ish ouch for me:worried:

ebbnflow
04-16-2014, 11:11 AM
4/17/14 long (caution: pattern 3 performed the worst in a bear market, not saying we're in one, though).

ebbnflow
04-16-2014, 01:21 PM
S-Fund Challenge Tally Legend, Update


The tally now includes additional virtual traders. Virtual traders now have an '*' in front of their handle for easy identification. These traders are:

*Always Short: This trader is always short the market. I added it to balance *S-Fund, who is always long the market. Can you beat them?

*Random Walker, Sr./Jr.: Sr. trades based upon the NY Numbers game. If the midday drawing for that trading day falls >=500, then he predicts the next day close to be up, else he predicts down. Jr. likewise bases his predictions on the Illinois Pick 3 Midday drawing. Shouldn't they break even if the market is random? Can you beat them? They won't be around forever; just long enough to show whether the walk is random.

I've also added a column, "Current Cash Days in a Row." This column tracks the number of days a trader has currently been in cash. It can help observers decide for themselves whether a trader is actively trading their account.

Q

Great, Short Pants should be hard to beat in bear market weather conditions. :D

zzzgator
04-16-2014, 01:25 PM
4/17/14 long

userque
04-16-2014, 01:35 PM
Random Walker Sr. & Jr. are both LONG for 4-17-14

userque
04-16-2014, 03:04 PM
Random Walker Sr. & Jr. are both LONG for 4-17-14

For 4-17-14, I'm UP, target 990.08

(Still testing/tweaking, hope to have a 'final' working NN model by next week.)

userque
04-16-2014, 03:34 PM
28208

RealMoneyIssues
04-16-2014, 03:37 PM
Up

Sent from my Samsung Galaxy S4 using tapatalk...

ebbnflow
04-16-2014, 03:44 PM
Unofficial: C +0.68%; S +0.47%; I -0.54% (MSCI EAFE). Close call on the FV, so we'll have to wait. :D

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

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.

http://www.ebbcharts.com/ebbcharts/04_14_14b.gif

Unofficial: C +1.05%; S +1.26%; I +1.21%.

Good thing pattern 7/red-grn-grn flipped from short to cash a couple days ago. Otherwise, the system would have incurred a big loss today in the S-fund. That's why I call the patterns dynamic -- it can change and adjust to market conditions. :cool:

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 (53.4%).
Long Patterns (S-fund): 1/grn-grn-grn (55.6%); 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%.

Thursday: Pattern 3/grn-red-red. Win Percentage (CSI 56.3%): C 57.0%, S 56.7%, I 55.2%.
Forecast: long C-fund; long S-fund; long I-fund.

Caution: Pattern 3 performed the worst amongst bullish red patterns during the bear market crash of 2008 (see yearly ebbtally chart). I don't know if we're about to enter one, but this pattern would be one of the indicators I'd watch.

http://www.ebbcharts.com/ebbcharts/04_15_14b.gif

userque
04-16-2014, 03:54 PM
Up

Sent from my Samsung Galaxy S4 using tapatalk...

Noted RMI...oh, and, uh...I've joined the party:)

Ebb,

Let me know your thoughts on adding a '% long correct' and '% short correct' column and removing the long and short, correct and total columns.

I believe the % columns would more easily allow a trader to ascertain how well s/he is/isn't doing regarding long v. short trades, rather than looking at the hard numbers. Not to mention a % column would take the place of two hard number columns. Additionally, this would also mean considering the removal of the 'total' and 'correct' columns for the same reasons plus, we already have a total % correct column.

I'm not sure if you have a particular need for those hard numbers, so it's ...

Just a thought:)

Que

ebbnflow
04-16-2014, 03:56 PM
Up

Sent from my Samsung Galaxy S4 using tapatalk...

Guess on wrong thread. Userque missed this. :toung:

Oops! He saw it.

ebbnflow
04-16-2014, 03:58 PM
Noted RMI...oh, and, uh...I've joined the party:)

Ebb,

Let me know your thoughts on adding a '% long correct' and '% short correct' column and removing the long and short, correct and total columns.

I believe the % columns would more easily allow a trader to ascertain how well s/he is/isn't doing regarding long v. short trades, rather than looking at the hard numbers. Not to mention a % column would take the place of two hard number columns. Additionally, this would also mean considering the removal of the 'total' and 'correct' columns for the same reasons plus, we already have a total % correct column.

I'm not sure if you have a particular need for those hard numbers, so it's ...

Just a thought:)

Que

Go ahead, userque. Your call. :D

ebbnflow
04-16-2014, 04:02 PM
28208

I'd watch out for this zzzgator guy. He might be one of those silent ninja assassins! :suspicious:

userque
04-16-2014, 04:08 PM
Go ahead, userque. Your call. :D

Roger that.

When I get one of these:
28213

I'll make it happen. I'll also probably add a column showing the trader's annualized returns. :cool:

Que out.

userque
04-16-2014, 04:14 PM
I'd watch out for this zzzgator guy. He might be one of those silent ninja assassins! :suspicious:

Yeah...there may also be alter egos on-board playing incognito:suspicious:

Ebb,

You may want to stay in CASH next week.

Que

userque
04-16-2014, 05:52 PM
For 4-17-14, I'm UP, target 990.08

(Still testing/tweaking, hope to have a 'final' working NN model by next week.)

disregard

userque
04-16-2014, 07:39 PM
disregard

"Disregard" referred/refers to my earlier reply to change my guess. I'm still UP, 995.56 to be "exact" at this time.

JTH
04-16-2014, 09:22 PM
'u Welcome;)

Yes, I've seen JTH use three inputs!:) Calendar day; Month; Day of Week. Doing this requires a lot of data to get a large enough and statistically meaningful sample size...hence, going back to 1955 and such. The issue with using old data is...well...it's old. Ask and answer for yourself: do the markets move today, with Super Montage, etc., like they did in the 50's and 60's...or 70's...or 80's...or even 90's.? If not, you're using "bad" data. That's another example of where a NN does well. As I've stated earlier, it can detect and account for subtle (or gross), "hidden," or complex variances. (Of course, the better and cleaner the data; the better the results.)

I thought I heard my ears burning. All historical data is relevant within the context its used in, there are different trends during different decades, bull/bear markets, indexes and shifts in money flow. Many of these subtle differences are outlined in the Stock Trader's Almanac, I don't think we can call the data bad but we can say it can be interpreted badly. This is the reason I post data as recently as the last 10 occurrences, 20 years, and 50 years. When using seasonal data it's more important to look at the forest, not the trees, it is but one of many tools I use. Sometimes seasonal data flows with the grain, sometimes against it, the trick is be able to distinguish and accept the difference. :)

userque
04-16-2014, 09:28 PM
I thought I heard my ears burning. All historical data is relevant within the context its used in, there are different trends during different decades, bull/bear markets, indexes and shifts in money flow. Many of these subtle differences are outlined in the Stock Trader's Almanac, I don't think we can call the data bad but we can say it can be interpreted badly. This is the reason I post data as recently as the last 10 occurrences, 20 years, and 50 years. When using seasonal data it's more important to look at the forest, not the trees, it is but one of many tools I use. Sometimes seasonal data flows with the grain, sometimes against it, the trick is be able to distinguish and accept the difference. :)

Well...if you like it, I love it. ;)

JTH
04-16-2014, 09:36 PM
Well...if you like it, I love it. ;)

Thanks, one of the things I forgot to mention, sometimes there are a huge days say +/- more than 5%. I dislike these events, they skew the average returns and if aren't taken into account, they can lead to false impressions, this is why I add Top & Bottom 3 stats.

userque
04-16-2014, 09:43 PM
Thanks, one of the things I forgot to mention, sometimes there are a huge days say +/- more than 5%. I dislike these events, they skew the average returns and if aren't taken into account, they can lead to false impressions, this is why I add Top & Bottom 3 stats.

Yeah, I noticed you do that. Helps to keep things in proper perspective, imo. I, like many others, do appreciate your diligence!

Do you think Intrepid will let you get back into the competition?

JTH
04-16-2014, 09:51 PM
Yeah, I noticed you do that. Helps to keep things in proper perspective, imo. I, like many others, do appreciate your diligence!

Do you think Intrepid will let you get back into the competition?

Is there a competition, perhaps I wasn't invited. :D

For me, getting tracked by the Auto tracker is just fine. There are some great systems out there but I think the money management portion is the the most important and overlooked part. You may notice that when we get deep into these pullbacks, some folks start to second guess themselves, that's just torturous to watch...

userque
04-16-2014, 10:02 PM
Is there a competition, perhaps I wasn't invited. :D

For me, getting tracked by the Auto tracker is just fine. There are some great systems out there but I think the money management portion is the the most important and overlooked part. You may notice that when we get deep into these pullbacks, some folks start to second guess themselves, that's just torturous to watch...

Invited???! You were there in the beginning. But, I understand.

Money management is key. No Limit Hold'em will teach us that. ;)

Yeah, it's sad...but we've got a job to do! Help others as best you can, but keep it moving. Sometimes, experience and pain is the only successful teacher. It's part of the process. Animal kingdom type of stuff.

userque
04-17-2014, 04:31 AM
28222

Updated chart to use ANNUALIZED RATE OF RETURN:) and with final predictions.

userque
04-17-2014, 05:16 AM
4-16-14 Closing value changed slightly to 988.69. The next Tally Sheet, including the trader's stats, will properly reflect that change.:)

ebbnflow
04-17-2014, 10:55 AM
I'd watch out for this zzzgator guy. He might be one of those silent ninja assassins! :suspicious:

It has come to my attention that zzzgator has requested to be taken out of the S-fund tracker. Reason: Didnt know he was being tracked and that he can't post his guesses everyday.

Folks, you don't need to post daily. No guess means you'll be in cash. If you ever had a hunch on what the market will do the next day -- up or down -- then the tracker will let you know how good those hunches are over time.

RealMoneyIssues
04-17-2014, 12:24 PM
up... maybe... but I won't have time later to guess so up it is...

ebbnflow
04-17-2014, 02:59 PM
4/21/14 down (pattern 2/grn-grn-red, S 51.7%).

RealMoneyIssues
04-17-2014, 03:03 PM
up... I guess (literally)

ebbnflow
04-17-2014, 03:26 PM
Unofficial: C +1.05%; S +1.26%; I +1.21%.

Good thing pattern 7/red-grn-grn flipped from short to cash a couple days ago. Otherwise, the system would have incurred a big loss today in the S-fund. That's why I call the patterns dynamic -- it can change and adjust to market conditions. :cool:

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 (53.4%).
Long Patterns (S-fund): 1/grn-grn-grn (55.6%); 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%.
Accuracy: 6/8 (75%).

Thursday: Pattern 3/grn-red-red. Win Percentage (CSI 56.3%): C 57.0%, S 56.7%, I 55.2%.
Forecast: long C-fund; long S-fund; long I-fund.

Caution: Pattern 3 performed the worst amongst bullish red patterns during the bear market crash of 2008 (see yearly ebbtally chart). I don't know if we're about to enter one, but this pattern would be one of the indicators I'd watch.

http://www.ebbcharts.com/ebbcharts/04_15_14b.gif

No emotions involved in following the signals. Let the chips fall where they may! :D

Unofficial: C +0.14%; S +0.39%; I +0.48%.

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 (53.4%).
Long Patterns (S-fund): 1/grn-grn-grn (55.6%); 3/grn-red-red (56.9%); 5/red-red-red (60.1%).

S&P 500: 55.0% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.0%; long > 55.0%.
Accuracy: 7/9 (78%).

Monday: Pattern 2/grn-grn-red. Win Percentage (CSI 53.3%): C 54.9, S 51.7%, I 53.2%.
Forecast: cash C-fund; short S-fund; cash I-fund.

http://www.ebbcharts.com/ebbcharts/041614b.gif

userque
04-17-2014, 03:30 PM
up for 4-21-14

userque
04-17-2014, 04:20 PM
28231
S-Fund Challenge Results for 4-17-14

userque
04-17-2014, 04:56 PM
up for 4-21-14

Oops, make that down for 4-21-14, target: 991.80

ebbnflow
04-17-2014, 06:02 PM
Userque, I saw in the April 15 spreadsheet chart, my short guesses at 3/8, but then in today's chart I see 3/7. The shorts should be 3/8. I don't know if that affected the $1040, so you may want to check that also.

If that's the case then the accuracy of my new strategy (short <= 53%; cash > 53% and <= 55%; long > 55%) would be at 7/10 and not 7/9. :D

userque
04-17-2014, 06:11 PM
Userque, I saw in the April 15 spreadsheet chart, my short guesses at 3/8, but then in today's chart I see 3/7. The shorts should be 3/8. I don't know if that affected the $1040, so you may want to check that also.

If that's the case then the accuracy of my new strategy (short <= 53%; cash > 53% and <= 55%; long > 55%) would be at 7/10 and not 7/9. :D
28233

Let me know what needs fix'n:)

ebbnflow
04-17-2014, 07:08 PM
My sincere apologies, Cactus! No worries, we have state-of-the-art video cameras installed everywhere (let's go to the replay). Upon further review, the ruling on the field is overturned. No penalty would be assessed on your behalf. :D

Only one player has withdrawn from the challenge, so far. Anyone wishing to have his or her name removed from the contest can do so at any time.

Tally update (Monday/Mar. 31, 2014):

EbbCharts (2/3). WP: 67%. Guess: down. Long (0/0). Short (2/3).
Cactus (1/2). WP: 50%. Guess: down. Long (0/0). Short (1/2).
S-fund (1/3). WP: 33%. Guess: up. Long (1/3). Short (0/0).
userque (0/0). WP: 0%. Guess: up. Long (0/0). Short (0/0).
CrabClaw (0/1). WP: 0%. Guess: cash. Long (0/1). Short (0/0).
MrJohnRoss (0/1). WP: 0%. Guess: cash. Long (0/1). Short (0/0).
nnuut (0/1). WP: 0%. Guess: cash. Long (0/1). Short (0/0).
RealMoneyIssues (0/1). WP: 0%. Guess: up. Long (0/1). Short (0/0).


28233

Let me know what needs fix'n:)

Dang, you got the chart I needed and I can see where the discrepancy lies. I guessed down for March 31, but you had me at cash. Ooh, am I going to take a hit? Ouch! :D

userque
04-17-2014, 07:25 PM
Dang, you got the chart I needed and I can see where the discrepancy lies. I guessed down for March 31, but you had me at cash. Ooh, am I going to take a hit? Ouch! :D

Nice catch! (please excuse the dates/closings being on the far right:embarrest:)

28234

ebbnflow
04-17-2014, 08:48 PM
Nice catch! (please excuse the dates/closings being on the far right:embarrest:)

28234

Wow, I lost 16 bucks (went from $1,040 to $1,024). No worries, the losses from Mar. 28 (-0.29%), Mar. 31 (-1.54%), and Apr. 01 (-1.21%), would not have counted. All three dates used cash patterns (6, 4, 6) according to our new strategy below. The new strategy would also have the system at $1,056.

Old strategy: short < 55%; long > 55%.
Didn't make sense shorting patterns with win percentages > 53% (bullish).
We had 5 short patterns and only 3 long patterns. It was a losing proposition.

New strategy: short <= 53%; cash > 53% and <= 55%; long > 55%.
More logical and can achieve higher rate of accuracy and gains.
Well balanced with two short (2 and 8), three cash (4, 6, and 7), and three long (3 and 5) patterns.

ebbnflow
04-18-2014, 08:35 AM
Wow, I lost 16 bucks (went from $1,040 to $1,024). No worries, the losses from Mar. 28 (-0.29%), Mar. 31 (-1.54%), and Apr. 01 (-1.21%), would not have counted. All three dates used cash patterns (6, 4, 6) according to our new strategy below. The new strategy would also have the system at $1,056.

Old strategy: short < 55%; long > 55%.
Didn't make sense shorting patterns with win percentages > 53% (bullish).
We had 5 short patterns and only 3 long patterns. It was a losing proposition.

New strategy: short <= 53%; cash > 53% and <= 55%; long > 55%.
More logical and can achieve higher rate of accuracy and gains.
Well balanced with two short (2 and 8), three cash (4, 6, and 7), and three long (3 and 5) patterns.

That should be three long (1, 3, and 5) patterns. Forgot to include pattern 1. :embarrest:

In the future, I can see pattern 8 moving to cash and pattern 7 going back to short. Then we'll have all the cash patterns even (4, 6, 8) and all the long patterns odd (1, 3, 5). And, we'd be left with my favorite numbers (2 and 7) to short with. :D

userque
04-21-2014, 02:40 PM
Both Random Walkers guess DOWN for 4-22-14

ebbnflow
04-21-2014, 02:58 PM
4/22/14 up

userque
04-21-2014, 03:01 PM
4-22-14 UP as well

ebbnflow
04-21-2014, 03:20 PM
No emotions involved in following the signals. Let the chips fall where they may! :D

Unofficial: C +0.14%; S +0.39%; I +0.48%.

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 (53.4%).
Long Patterns (S-fund): 1/grn-grn-grn (55.6%); 3/grn-red-red (56.9%); 5/red-red-red (60.1%).

S&P 500: 55.0% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.0%; long > 55.0%.
Accuracy: 7/10 (70%). Corrected.

Monday: Pattern 2/grn-grn-red. Win Percentage (CSI 53.3%): C 54.9, S 51.7%, I 53.2%.
Forecast: cash C-fund; short S-fund; cash I-fund.

http://www.ebbcharts.com/ebbcharts/041614b.gif

Unofficial (Apr. 21, 2014): C +0.38%; S +0.44%; I -0.11% (last Friday's gain of +0.11% is combined with today's loss of -0.22%).

Short Patterns (S-fund): 2/grn-grn-red (51.9%); 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 (53.4%).
Long Patterns (S-fund): 1/grn-grn-grn (55.6%); 3/grn-red-red (56.9%); 5/red-red-red (60.1%).

S&P 500: 55.0% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.0%; long > 55.0%.
Accuracy: 7/11 (64%). Longs (4/5). Shorts (3/6).

Tuesday: Pattern 1/grn-grn-grn. Win Percentage (CSI 52.7%): C 53.1, S 55.6%, I 49.4%.
Forecast: cash C-fund; long S-fund; short I-fund.

http://www.ebbcharts.com/ebbcharts/041714b.gif

userque
04-21-2014, 03:43 PM
28268
28269

Tally and Graph (new!) of S-Fund Challenge Traders!

RealMoneyIssues
04-21-2014, 03:44 PM
Up

Sent from my Samsung Galaxy S4 using tapatalk...

userque
04-21-2014, 03:57 PM
28271

:)

RealMoneyIssues
04-22-2014, 10:54 AM
Down 4/23

userque
04-22-2014, 02:54 PM
Walker Sr. is Short
Jr. is Long
I am Long ("That's what she said":cool:)

All for 4-23-14

ebbnflow
04-22-2014, 02:59 PM
4/23/14 cash

userque
04-22-2014, 03:12 PM
28284
S-Fund Challenge Tally!