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JTH

Trading the Stats: Week 9

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Sometimes it's better to be good at one thing, then to suck at everything else. This is the mantra I attempt to follow, less is more, and the more I complicate things, the less effective they become. This is the key reason I choose to present just a handful of indexes, and for the most part, it works. By tracking these 5 charts, (AGG, SPX, W4500, & NDX) I think we can cover a pretty broad range of what the American markets are doing. From my current perspective, it's all about rotation, rotation, rotation. Our indexes rotate performance with each other, just as they rotate within themselves between trending and oscillation, and it is at this time, I believe both are evolving rapidly. As of late, the 15-month underperformance in the transports are wobbling their way towards leadership, while the 12-day over-performance of the small cap's W4500 are seeking to take the lead over SPX's large caps. I'll gladly welcome these rotations (if they can stick).


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That's the short-term view (which takes some time to mature) in the meantime, we have the long-term view to contend with. Of the 4 major indexes I track, all of them are trading well below their 52-week Simple Moving averages. It is while under these conditions, I exercise a bit of caution, because over the past year...
__SPX is down -7.43%
__W4500 is down -14.67%
__TRAN is down -17.95%
__NDX is down -7.43% (same as SPX)
Rod's Account Talk-2016-09-weekly-all-png

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Having said that, in the short-term view (over the past 9 days) the indexes are getting bullish, off the 11 Feb close:
__SPX is up 6.50%
__W4500 is up 8.86%
__TRAN is up 7.58%
__NDX is up 6.90%
Rod's Account Talk-2016-09-30-all-png

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JTH-ESD (Evolving Statistical Data): ESD is currently in the S-Fund, is .67% MTD and -3.71% YTD.
__17 Feb 2016: Delaying the system by 1 day, ESD moved into the G-Fund, under current conditions, I'll look to move into the S-Fund, to setup for next month where the best combination starts in the S-Fund.
__24 Feb 2016: IFT'd ESD into the S-Fund, which has been over-performing the C-Fund over the past 12 days. Statistically speaking, for March, the S-Fund has the strongest start, with the C-Fund giving us the strongest finish.
Rod's Account Talk-2016-09-d-esd-png

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JTH-ALPAFS (Advanced Point & Figure System): ALPAFS is currently jailed in the G-Fund, is .52% MTD and -2.25% YTD.
__24 Feb 2016: IFT's ALPAFS into the G-Fund, based on SPX/TRAN/NDX flipping into a sell (leaving W4500 as the lone wolf)
__25 Feb 2016: - Whipsaw - Joining W4500, SPX/NDX flipped over to a buy (but are not in an uptrend) the system is out of IFTs and unable to re-join the markets.
____The Transports failed to breach the previous top, so it was unable to generate a buy signal. The 3 charts on the right were cut to make them fit, so they don't show the same time frame as SPX.
Rod's Account Talk-2016-09-d-pnf1-jpgRod's Account Talk-2016-09-d-pnf2-jpg


It was a great Week 8 for the markets:
__SPX closed up 1.58%
__W4500 closed up 2.86%
__AGG closed up .15%


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SPXs Week 9 ranks as the 11th best week of the quarter (below average)
__7th best winning ratio
__6th best positive average gains
__9th best average gains (.30% above average)
__12th best negative average gains
Rod's Account Talk-2016-09-w-spx-png

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W4500s Week 9 ranks as the 12th best week of the quarter (below average)
__5th best winning ratio
__10th best positive average gains
__11th best average gains
__13th best negative average gains (worst of the quarter)
Rod's Account Talk-2016-09-w-w4500-png

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AGGs Week 9 ranks as the 13th best week of the quarter (worst of the quarter)
__12th best winning ratio
__12th best positive average gains
__13th best average gains (worst of the quarter)
__13th best negative average gains (worst of the quarter)
Rod's Account Talk-2016-09-w-agg-png

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For the Day of the Week's performance, with the exception of Tuesday, we still have very weak winning ratios.
Comparing 26 Feb against the last 13 Monday-Fridays from 29 Jan:
__Monday's winning ratios are 8% stronger for W4500/AGG
__Tuesday's winning ratios are 15% weaker for SPX/W4500, and 8% weaker for AGG
__Wednesday's winning ratios are 15% stronger for SPX/W4500, and 8% stronger for AGG
__Thursday's winning ratios are 15% stronger for SPX/W4500/AGG
__Friday's winning ratios are 8% stronger for W4500, and 8% weaker for AGG
Rod's Account Talk-2016-09-d-dow-png

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For myself, Im currently jailed in the G-Fund, up 4.03% MTD and down -5.02% YTD
Sitting on the sidelines this week, I've lost a bit of performance against the markets, but they havn't ran away from me just yet...
Rod's Account Talk-2016-09-d-jth-png

Trade hard...Jason

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Comments

  1. Donyell's Avatar
    What I find so innteesritg is you could never find this anywhere else.

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