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JTH

Trading the Stats: Week 4

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After 3 straight weeks down, it was good to put a stop to the downslide (although the volatility still does exist).
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SPX’s week 4 ranks as the 3rd best week within the 13-week 1st quarter period (HOT)
3rd best winning ratio
3rd best positive average gains
3rd best average gains
8th best negative average gains
What to do?-2016-week-04-weekly-spx-png

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W4500’s week 4 ranks as the 10th best week within the 13-week 1st quarter period (COLD)
11th best winning ratio
11th best positive average gains
9th best average gains
1st best negative average gains (best of the quarter)
What to do?-2016-week-04-weekly-w4500-png

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AGG’s week 4 ranks as the 7th best week within the 13-week 1st quarter period (AVERAGE)
6th best winning ratio
7th best positive average gains
6th best average gains
10th best negative average gains
Note: Weeks 3-7 are statistically weak in both winning ratio and average gains.
What to do?-2016-week-04-weekly-agg-png

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Taking a look at what has historically happened to week 4 when the previous week 3 has closed up or down.
SPX shows both a stronger winning ratio and average gains
W4500 shows both a stronger winning ratio and average gains
AGG shows both a weaker winning ratio and average gains
What to do?-2016-week-04-weekly-all-png

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DAILY - Trading day of the week:
SPX has the strongest average gains
W4500 has the strongest winning ratio
AGG has the weakest winning ratio and average gains
What to do?-2016-week-04-daily-trd-png

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JTH-ESD (Evolving Statistical Data): ESD is currently -6.61% MTD and -6.61% YTD.
Starting 2016 in the C-Fund, ESD was projected to enter the S-Fund on Friday the 8th of January, but I’ve delayed this signal due to the underperformance of the Wilshire 4500. I’ll 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. Over the past few days. the performance gap between SPX/W4500 appears to be stalling, if the downside is finished, then there appears to be more value in the underpriced small caps. For January, ESD will stay in the C-Fund unless there’s a reason to switch to small caps. As we can see from the 2nd chart, for February ESD wants to start off in the S-Fund, then switching over to the F-Fund mid-month.
What to do?-2016-week-04-esd-png

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JTH-ALPAFS (Advanced Point & Figure System): ALPAFS is currently -4.45% MTD and -4.45% YTD.
SHORT-TERM, ALPAFS is BULLISH with SPX/W4500/TRAN/NDX flipping over to a buy this past Friday.
What to do?-2016-week-04-pnf-png

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This is the last week of the month, next blog we’ll examine the best day of the week, and look to see what happens to February & the year, based on January’s close, take care…Jason

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Updated 01-24-2016 at 06:51 AM by JTH

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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)