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JTH

Trading the Stats: Week 3

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Another rough week
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Weekly:

SPXs week 3 ranks as the 12th best week within the 13-week 1st quarter period (COLD)

13th best winning ratio (worst of the quarter)
9th best positive average gains
13th best average gains (worst of the quarter)
3rd best negative average gains
What to do?-2016-week-03-weekly-spx-png
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W4500s week 3 ranks as the 4th best week within the 13-week 1st quarter period (HOT)

4th best winning ratio
4th best positive average gains
6th best average gains
8th best negative average gains
What to do?-2016-week-03-weekly-w4500-png
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AGGs week 3 ranks as the 11th best week within the 13-week 1st quarter period (COLD)

6th best winning ratio
11th best positive average gains
9th best average gains
11th best negative average gains
Note: Weeks 3-7 are statistically weak in both winning ratio and average gains.
What to do?-2016-week-03-weekly-agg-png

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Taking a look at what has historically happened to week 3 when the previous week 2 has closed up or down. The data is mixed.

SPX is relatively unchanged
W4500 shows a stronger winning ratio and stronger average gains
AGG is relatively unchanged
What to do?-2016-week-03-weekly-all-png
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DAILY - Trading day of the week: Since Monday is a holiday, Tuesday starts Januarys trading day 11.

SPX shows Tue is strong, with the remaining week down
W4500 shows Tue is strong, with the remaining week down but stronger than SPX
AGG is relatively flat & weak
What to do?-2016-week-03-daily-trd-png

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JTH-ESD (Evolving Statistical Data): ESD is currently -7.93% MTD and -7.93% YTD.
Starting 2016 in the C-Fund, ESD was projected to enter the S-Fund on Friday the 8th of January, but Ive delayed this signal due to the underperformance of the Wilshire 4500. Ill be looking for a reduction in the huge performance gap between SXP & W4500 before making an entry into the S-Fund. Last Friday was the first time there was a significant change where W4500 lost less than SPX.
What to do?-2016-week-03-daily-esd-png

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JTH-ALPAFS (Advanced Point & Figure System): ALPAFS is currently -5.80% MTD and -5.80% YTD.
ALPAFS is currently BEARISH but both W4500 & TRAN have met their bearish price objectives and Im anticipating a strong snap-back rally. After a 4-day rest in the G-Fund, Ive put the system back into the C-Fund on Friday, giving it a 2.13% edge over the C-Fund.
What to do?-2016-week-03-daily-pnf-spx-png
SPX BEARISH Down -14% off the 2015 highs (4 Os away from Price objective)
W4500 BEARISH Down -24.25% off the 2015 highs (PRICE OBJECTIVE MET)
TRAN BEARISH Down -35% off the 2015 highs (PRICE OBJECTIVE MET)
NDX BEARISH Down -14.75% off the 2015 highs (8 Os away from Price objective)
AVERAGE OF ALL 4 INDEXES = -22% (At this point in time, Im left to conclude this is a Bear Market)
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Week 1 lost a lot, while week 2 lost roughly half as much, if this theme continues, then we should expect week 3 to be down, but not lose as much, its at this point Id like to see sellers dry up and buyers begin to step in.
What to do?-2016-week-03-misc-png

Trade safe, its scary out thereJason

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SPY (C Fund) (delayed)

(Stockcharts.com Real-time)
DWCPF (S Fund) (delayed)

(Stockcharts.com Real-time)
EFA (I Fund) (delayed)

(Stockcharts.com Real-time)
AGG (F Fund) (delayed)

(Stockcharts.com Real-time)