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Trading the Stats: Week 10

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March is off to a strong start, comparing our current performance against historical prices, I'd estimate we're on target for a 6-8% monthly gain.
___Decent volume
___10 of the last 15 days have closed up
___Recaptured more than half of wave AB
___Broad band of resistance from 2000-2020
___Approaching overhead trendline resistance
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Here's a review of what's happened this March, last week, and last month.
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Week 10's stats
__SPX has a below baseline 51% winning ratio (next week's 11 ranks 1st)
__W4500 has a significant above baseline 75% winning ratio
__W4500 has an above baseline 58% winning ratio
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JTH-ESD (Evolving Statistical Data): ESD is currently in the S-Fund, is 4.78% MTD and .57% YTD.
__24 Feb 2016: IFT'd ESD into the S-Fund, which has been over-performing the C-Fund over the past 12 days. Statistically speaking, for March, the S-Fund has the strongest start, with the C-Fund giving us the strongest finish.
__4 Mar 2016: The rotation (or performance trend) continues with small caps are out-pacing large caps, and this is just the type of market conditions I generally like to see. At this time I plan to follow the path, which means the system will IFT for 1-day into the F-Fund on Thur 10-Mar, then move into the C-Fund. This will lead into the best combo for April which starts in the C-Fund. If you look at April's ESD, you can see all 4 combos end the month in the S-Fund over the last 5 days.
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JTH-ALPAFS (Advanced Point & Figure System): ALPAFS is currently in the S-Fund, is .52% MTD and -2.25% YTD.
__25 Feb 2016: Joining W4500, SPX/NDX flipped over to a buy (but are not in an uptrend) the system is out of IFTs and unable to re-join the markets.
__4 Mar 2016: Unable to IFT with the 25 Feb Buy signal, I waited a few days in March, before entering the S-Fund. Of the Indexes, I track, W4500/TRAN are the strongest, but it is also significant that SPX has recaptured more than half of wave AB & CD.
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For myself, I’m currently in the S-Fund, up .54% MTD and down -4.49% YTD (I haven't lost performance with myself, but I have lost ground against the indexes)
In hindsight, my decision to exit the markets on 18-Feb, made for a great monthly performance, but also lead me into a horrible March start. Having said that, the market's outlook was significantly more bearish back then, so I don't consider my choice to be a mistake, but it was the wrong decision. For now, I won't be catching up with the markets, but I will be looking for a 3-4% gain in March.
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Trade harder...Jason

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