Thread: JTH's Account Talk

Originally Posted by jkenjohnson

It seems like the S fund always drops the fastest and rebounds the slowest of most of the major indices.

Originally Posted by Whipsaw

S fund should go both ways fast, so to speak...

I agree wit both you, but this has not been a typical year for the small caps, they have under-performed more than usual (this year) as have the Transports.
I would speculate that this is indicative of an overall unhealthy market, but at the end of the day we still need to make money and if the C-Fund is available, then I will begrudgingly take it.

Originally Posted by JTH

I agree wit both you, but this has not been a typical year for the small caps, they have under-performed more than usual (this year) as have the Transports.
I would speculate that this is indicative of an overall unhealthy market, but at the end of the day we still need to make money and if the C-Fund is available, then I will begrudgingly take it.

Maybe the last throngs of the bull market where the final moves are more towards the "safety" of large caps? Who knows..

Originally Posted by jkenjohnson

It seems like the S fund always drops the fastest and rebounds the slowest of most of the major indices.

Originally Posted by jonfresno

Maybe the last throngs of the bull market where the final moves are more towards the "safety" of large caps? Who knows..

Yes, that is the primary concern...

For JTH-ESD

IFT EoB Thursday 100S (will be in the S-Fund on Friday)

This system will stay in the S-Fund, and will exit on 8 Dec, into the F-Fund (will be in the F-Fund on Wednesday 9 Dec)

Some of you may have noticed the ESD system on the tracker. I did not post all the trades this year, because I was away from the forum, but I did go back and back-test those missing months. It did not perform well this year (worse than its current position on the tracker). I haven’t talked much about it because it’s still in beta, but I'm going to start working on it again because I believe there will eventually be value in the system, It's a matter of finding the right attributes to extrapolate the strongest & most accurate results. Long story short, ESD (Evolving Statistical Data) uses various forms of historical data from the F/C/S funds, using IFT restrictions, and then calculating the best potential outcome.

ESD is currently in the S-Fund. For December, the IFTs are posted below and since it is not always possible to start in the best performing combination of the next month, I've listed the best fund combinations in order of performance. In this example, ideally the system wants to start December off in the S-Fund, but if it can’t (because it ended the previous month in another fund, then it chooses the next best combination).

Currently, Month-to-Date for November, ESD is up 2.29%
2015 - Week 47 - ESD.jpg


Trading the Stats:Week 47

Thanks JTH. Very informative. Best of luck to you in your work on ESD. Very cool!

FS

Originally Posted by FogSailing

Thanks JTH. Very informative. Best of luck to you in your work on ESD. Very cool!FS

Thank you, it's a labor of love

Originally Posted by JTH

Some of you may have noticed the ESD system on the tracker. I did not post all the trades this year, because I was away from the forum, but I did go back and back-test those missing months. It did not perform well this year (worse than its current position on the tracker). I haven’t talked much about it because it’s still in beta, but I'm going to start working on it again because I believe there will eventually be value in the system, It's a matter of finding the right attributes to extrapolate the strongest & most accurate results. Long story short, ESD (Evolving Statistical Data) uses various forms of historical data from the F/C/S funds, using IFT restrictions, and then calculating the best potential outcome.

ESD is currently in the S-Fund. For December, the IFTs are posted below and since it is not always possible to start in the best performing combination of the next month, I've listed the best fund combinations in order of performance. In this example, ideally the system wants to start December off in the S-Fund, but if it can’t (because it ended the previous month in another fund, then it chooses the next best combination).

Currently, Month-to-Date for November, ESD is up 2.29%
2015 - Week 47 - ESD.jpg


Trading the Stats:Week 47

Hi JTH, Awesome chart! Like that your December beta ESD system accounts for possible equities down week in mid-December. Also figuring in two IFT limit...that is tough to do. Thank you so much...really appreciate all you do and for sharing! Best wishes to you and everyone on invesments!!!!!!!

Thank you JTH. I may have asked this before but am pretty dense about things. A color key would be nice. Thanks for posting all you do post.

PO

Originally Posted by DreamboatAnnie

Hi JTH, Awesome chart! Like that your December beta ESD system accounts for possible equities down week in mid-December. Also figuring in two IFT limit...that is tough to do. Thank you so much...really appreciate all you do and for sharing! Best wishes to you and everyone on invesments!!!!!!!

Thank you, this particular system (the first time) took a great many hours to build, and there was more than a vew versions of it. Lucky me, after loses all my data, it didn't take as long to rebuild it, since I had learned from the previous mistakes.

Originally Posted by PessOptimist

Thank you JTH. I may have asked this before but am pretty dense about things. A color key would be nice. Thanks for posting all you do post.

PO

No more dense than me, what is a color key?