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JTH

Trading the Stats: Week 1

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2015 Review: While it was a dud of a year for the markets, there were many members in the forum who did have a successful year. Of the 1552 full-year 2015 Auto Tracker participants, 592 beat the C-Fund which tracks the benchmark S&P 500. That’s 38% of our folks beating the markets, and I’d say this is very impressive. Looking at the tracker, we also see Intrepid Timer had yet another Top-50 performance!

Monthly:

SPX’s January ranks as the 4th best month in the year (WARM)

  • 6th best winning ratio
  • 1st best positive average gains
  • 4th best average gains
  • 10th best negative average gains

What to do?-2016-week-01-monthly-spx-png

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W4500’s January ranks as the 6th best month in the year (FLAT)

  • 6th best winning ratio
  • 8th best positive average gains
  • 7th best average gains
  • 3rd best negative average gains

What to do?-2016-week-01-monthly-w4500-png

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AGG’s January ranks as the 2nd best month in the year (HOT)

  • 5th best winning ratio
  • 2nd best positive average gains
  • 2nd best average gains
  • 2nd best negative average gains

What to do?-2016-week-01-monthly-agg-png

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Taking a look at what has historically happened to January when the previous month closed up or down, we can see the stats for January are significantly weaker. However, it should be noted that over the past 28 years, the Wilshire 4500 has only closed December down 3 times, the data on the right is very limited and easily manipulated.
What to do?-2016-week-01-monthly-all-png

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Weekly:

SPX’s week 1 ranks as the 5th best week in the 13-week 1st quarter period (HOT)

  • 7th best winning ratio
  • 1st best positive average gains
  • 5th best average gains
  • 11th best negative average gains

What to do?-2016-week-01-weekly-spx-png

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W4500’s week 1 ranks as the 1st best week in the 13-week 1st quarter period (VERY HOT)

  • 1st best winning ratio
  • 5th best positive average gains
  • 1st best average gains
  • 4th best negative average gains

What to do?-2016-week-01-weekly-w4500-png

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AGG’s week 1 ranks as the 3rd best week in the 13-week 1st quarter period(HOT)

  • 4th best winning ratio
  • 1st best positive average gains
  • 4th best average gains
  • 5th best negative average gains

What to do?-2016-week-01-weekly-agg-png

___
Taking a look at what has historically happened to week 1 when the previous week 52 has closed up or down. The data shows stronger gains, but the data is somewhat limited, because it excludes 53-week years and because traditionally week 52 is a strong winner.
What to do?-2016-week-01-weekly-all-png

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DAILY -Trading day of the week: Monday starts January’s trading day 1. The 1st day of the year has a below average winning ratio with SPX having above average returns. Tuesday looks pretty good, with the rest of the week fading down.
What to do?-2016-week-01-trd-all-png

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DAILY – Day of the week: Looking at the last 11 Monday-Fridays, for SPX/W4500, Monday & Friday have been absolute stinkers, making Monday the best day to buy. Meanwhile Tuesday & Thursday have been the strongest days, with Thursday being the best day to sell.
What to do?-2016-week-01-dow-all-png

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JTH-ESD (Evolving Statistical Data): Starting 2016 in the C-Fund, ESD is currently projected to enter the S-Fund on Friday the 8th of January.

JTH-ALPAFS (Advanced Point & Figure System): Starting 2016 in the C-Fund, ALPAFS is currently under neutral conditions, with a bearish bias.

  • SPX – Bullish
  • W4500 – Bearish as of 31 Dec
  • TRAN – Very Bearish
  • NDX – Bullish with a bearish High Pole Warning


Stay invested…Jason

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Updated 01-03-2016 at 11:41 AM by JTH

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