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JTH

Trading the Stats: Week 7

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This Monday is Presidents day. Last Friday's stats were very weak (but we closed up anyways) and the post holiday stats are also weak. However, given the extensive damage we've already done this month, I'm inclined to side with throwing the stats out. Also, over the past 4 years, SPX closed up on Tuesday.
Trouble  Ahead?-2016-07-h-all-png

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SPXs Week 7 ranks as the 9th best week within the 13-week 1st quarter period (COLD)
__10th best winning ratio
__11th best positive average gains
__10th best average gains
__1st best negative average gains (least loss of the quarter)
Note: The following Week 8 is statistically the worst of the quarter.
Trouble  Ahead?-2016-07-w-spx-png

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W4500s Week 7 ranks as the 4th best week within the 13-week 1st quarter period (HOT)
__3rd best winning ratio
__9th best positive average gains
__3rd best average gains
__7th best negative average gains
Trouble  Ahead?-2016-07-w-w4500-png

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AGGs Week 7 ranks as the 8th best week within the 13-week 1st quarter period (AVERAGE)
__8th best winning ratio
__10th best positive average gains
__8th best average gains
__4th best negative average gains
Note: The following Week 8 is statistically the strongest of the quarter.
Trouble  Ahead?-2016-07-w-agg-png

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Looking at what has historically happened to Week 7 when Week 6 closed up or down.
__SPX shows a weaker winning ratio and significantly weaker average gains, with negative gains outpacing positive gains (COLD)
__W4500 is relatively unchanged (HOT)
__AGG continues its weak winning ratio with weak average gains (COLD)
Trouble  Ahead?-2016-07-w-all-png

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Heres the Overall 10-day forecast for trading days 11-20 (Trading Day 20 has less data)
__SPX shows an average 49% winning ratio and -.033% average gains (COLD)
__W4500 shows an average 55% winning ratio and -.006% average gains (COLD)
__AGG shows an average 55% winning ratio and .042 % average gains (AVERAGE)
Trouble  Ahead?-2016-07-d-trd-png

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JTH-ESD (Evolving Statistical Data): ESD is currently in the C-Fund, is -3.73% MTD and -8.50% YTD.
__13 Feb 2016: The performance trend between SPX vs. W4500 continues, small caps are (and have been) under performing large caps. ESD is scheduled to make an IFT
_____to be in the G-Fund this Wednesday. Based on my data, I'm hesitant to make this move, so I may delay this signal.
Trouble  Ahead?-2016-07-d-esd-png

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JTH-ALPAFS (Advanced Point & Figure System): ALPAFS is currently in the G-Fund, is -1.34% MTD and -4.06% YTD.
__23 Jan 2016: Thus far, the 22 Jan buy signal has proven to be valid.
__02 Feb 2016: The markets begin to break down, SPX signals a Triple Bottom Breakdown with NDX signaling a Double Bottom Breakdown.
__03 Feb 2016: W4500 follows the downslide with a Bullish Signal Reversed. It was at this point I moved the system into the G-Fund before the IFT deadline.
__13 Feb 2016: This week, SPX tested the previous lows, forming a Double Bottom, then retracing more than half the previous downwave, thus signaling a Low Pole Reversal.
Trouble  Ahead?-2016-07-d-pnf-png
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For myself, Im currently up .59% MTD, down -8.16% YTD, and recently moved into the C-Fund.
This marks the first time this year I'm ahead of the CSI funds, it's a small victory but I'll take it. With no IFTs left, and 10 more trading days to endure, I'll have my finger resting on the exit button, looking to avoid as much damage as possible because I believe this market has high potential to go lower to the 1750 level. This would be another -6% drop from current prices, which would also trigger an official Bear Market for the S&P 500. Either ways, there's still money to be made and I plan to eek out every last cent of it...

Trade hard...Jason
Trouble  Ahead?-2016-07-d-jth-png

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Updated 02-13-2016 at 04:50 AM by JTH

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