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JTH

Trading the Stats: Week 11

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Despite the appearance of a poor week 10, it was actually above average, with a strong Friday finish saving the week. Thus far, March has maintained it's traditional historical strength, and when comparing our current MTD 9-day performance against historical prices, I'd estimate SPX & W4500 are on target for a 6-9% monthly gain.
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My expectations for the S&P 500 are to tag the overhead 2040 gap, then re-test the descending trendline, but before we do that, we may need to flag down along the descending trendline, before heading higher. If we do break above and pass a test of the descending trendline, then I'll expect we'll be well-poised to break above the 2015 Nov highs, where we'll make a run from 2121-2222, before hitting the summer slump.
Trouble  Ahead?-2016-11-d-spx-png

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Here's a review of what's happened this March, last week, and last month.
___For both SPX & W4500, this was the 2nd best March 9-day performance over the past 41 & 28 years.
___For Week 10, SPX closed within the top 25%
Trouble  Ahead?-2016-11-d-review-png

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Week 11's stats
__SPX has an above baseline 63% winning ratio (ranks 1st of the 1st quarter)
__W4500 has a significant below baseline 43% winning ratio (worst of the quarter)
__AGG has an above baseline 75% winning ratio (ranks 4th of the 1st quarter)
Trouble  Ahead?-2016-11-w-all-png

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JTH-ESD (Evolving Statistical Data): ESD is currently in the C-Fund, is 5.46%% MTD and 1.20% YTD.
__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.
___12 Mar 2016: ESD has followed the statistical path, moving from the S-Fund into the F-Fund for 1 day, then moving into the C-Fund, and will reside there for the remainder of the month.
Trouble  Ahead?-2016-11-d-esd-png

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JTH-ALPAFS (Advanced Point & Figure System): ALPAFS is currently in the C-Fund, is .15% MTD and -2.09% YTD.
___4 Mar 2016: Unable to IFT with the 25 Feb Buy signal, I waited a few days in March, before entering the S-Fund.
___12 Mar 2016: ALPAFS IFT'd from 100S to 100C, all indexes (SPX/W4500/TRAN/NDX) remain bullish.
Trouble  Ahead?-2016-11-d-alpafs-jpg

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For myself, I’m currently in the C-Fund, up 1.28% MTD and down -3.79% YTD (still eating crow from the late March start)
It was an active week where all 3 systems IFT'd into the C-Fund, I'm banking on the large cap end of quarter rotation to outperform the small caps, we'll have to see how that decision plays out.
Trouble  Ahead?-2016-11-d-jth-png


If doesn't have to make sense, it just has to make money...Jason

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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)