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JTH

Trading the Stats: Week 8

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It was a great week 7 for the markets, with SPX/W4500/AGG closing up. With the exception of AGG, for week 8 we hit a period of statistical weakness for the quarter. In the short-term, there is a battle from 1902-1930.
__The Bears need to break below 1902's tweezers bottom to begin filling the open gaps at 1895.77 & 1864.73
__The Bulls, need to break above 1930 and make a run for the previous 1940 double top
__We also have a short-term inverted Cup & Handle type pattern to consider
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SPXs Week 8 ranks as the 13th best week within the 13-week 1st quarter period (worst of the quarter)
__10th best winning ratio
__13th best positive average gains (worst of the quarter)
__12th best average gains
__5th best negative average gains
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W4500s Week 8 ranks as the 11th best week within the 13-week 1st quarter period (COLD)
__6th best winning ratio
__13th best positive average gains (worst of the quarter)
__12th best average gains
__3rd best negative average gains
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AGGs Week 8 ranks as the 1st best week within the 13-week 1st quarter period (best of the quarter)
__1st best winning ratio (best of the quarter)
__2nd best positive average gains
__1st best average gains (best of the quarter)
__3rd best negative average gains
__Note: The following Week 9 is statistically the worst of the quarter.
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Looking at what has historically happened to Week 8 when Week 7 closed up or down.
__SPX shows both a weaker winning ratio and significantly weaker average gains (COLD)
__W4500 is relitively unchanged, but slightly better (ON PAR)
__AGG shows a stronger winning ratio, with nealy identical average gains (HOT)
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Heres the Overall 10-day forecast for trading days 15-20 (Trading Day 20 has less data) & March trading days 1-4
__SPX shows both an average 52% winning ratio and .017% average gains (COLD)
__W4500 shows an average 57% winning ratio and .081% average gains (AVERAGE)
__AGG shows an average 51% winning ratio and .001 % average gains (COLD)
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For those wanting to decide how to end the month, here's the key takeaway.
__SPX ends weak and starts strong
__W4500 ends and starts above average
__AGG ends strong and starts weak (1st 3 day's price performance of March closed down all 12 years)
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JTH-ESD (Evolving Statistical Data): ESD is currently in the G-Fund, is -.47% MTD and -5.40% 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 and will be in the G-Fund this Wednesday. Based on my data, I'm hesitant to make this move, so I may delay this signal.
__17 Feb 2016: Delayed by 1 day, ESD moved into the G-Fund, with current conditions, I'll look to move into the S-Fund, setting up for March where the best combo starts in the S-Fund.
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JTH-ALPAFS (Advanced Point & Figure System): ALPAFS is currently in the C-Fund, is -.13% MTD and -2.88% YTD.
__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.

__16 Feb 2016: Entered the C-Fund. SPX/W4500 have higher highs, but haven't established an uptrend. TRAN/NDX are in an uptrend, which factored into my decision.
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For myself, Im currently jailed in the G-Fund, up 4.00% MTD and down -5.05% YTD
This marks the first time this year where all 3 systems are outperforming the CSI funds. I was fortunate to time the Feb bottom, hitch a 3-day 5.42% ride, then bail out, but there's still much work to be done, and many more short-term wins that need to be racked up before the year is over.
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Trade hard...Jason

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Updated 02-20-2016 at 06:07 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)