Strategy
Moderator: Aitrus
Re: Strategy
With pattern 1/grn-grn-grn this year, the S-fund has a win percentage of 63% (20/32), while the I-fund wins at only 31% (10/32). But in its last 3 appearances, the I-fund has enjoyed riding shotgun with the S-fund.
Monday: Pattern 1/grn-grn-grn. Win Percentage (CSI 52.9%): C 53.8%, S 56.3%, I 48.5%.
Result: cash C-fund was safe; long S-fund was right; short I-fund was wrong.
Unofficial (August 25, 2014): C +0.48%; S +0.40%; I +0.65%.
Short Patterns (S-fund): 2/grn-grn-red (52.4%); 7/red-grn-grn (52.5%); 8/red-grn-red (51.7%).
Cash Patterns (S-fund): 4/grn-red-grn (55.1%); 6/red-red-grn (54.0%).
Long Patterns (S-fund): 1/grn-grn-grn (56.4%); 3/grn-red-red (56.9%); 5/red-red-red (60.3%).
S&P 500: 55.4% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.4%; long > 55.4%.
Accuracy: 44/75 (59%). Long: 27/42 (64%). Short: 17/33 (52%). Cash: green (13 up, 8 down); red (6 up, 4 down).
Tuesday: Pattern 6/red-red-grn. Win Percentage (CSI 53.4%): C 52.8%, S 54.0%, I 53.4%.
Forecast: short C-fund; cash S-fund; cash I-fund.
Tuesday has pattern 6/red-red-grn. WP (S-fund): 54.0% (W 136, L 116). Strategy: Cash > 53% and <= 55.4%.
Monday: Pattern 1/grn-grn-grn. Win Percentage (CSI 52.9%): C 53.8%, S 56.3%, I 48.5%.
Result: cash C-fund was safe; long S-fund was right; short I-fund was wrong.
Unofficial (August 25, 2014): C +0.48%; S +0.40%; I +0.65%.
Short Patterns (S-fund): 2/grn-grn-red (52.4%); 7/red-grn-grn (52.5%); 8/red-grn-red (51.7%).
Cash Patterns (S-fund): 4/grn-red-grn (55.1%); 6/red-red-grn (54.0%).
Long Patterns (S-fund): 1/grn-grn-grn (56.4%); 3/grn-red-red (56.9%); 5/red-red-red (60.3%).
S&P 500: 55.4% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.4%; long > 55.4%.
Accuracy: 44/75 (59%). Long: 27/42 (64%). Short: 17/33 (52%). Cash: green (13 up, 8 down); red (6 up, 4 down).
Tuesday: Pattern 6/red-red-grn. Win Percentage (CSI 53.4%): C 52.8%, S 54.0%, I 53.4%.
Forecast: short C-fund; cash S-fund; cash I-fund.
Tuesday has pattern 6/red-red-grn. WP (S-fund): 54.0% (W 136, L 116). Strategy: Cash > 53% and <= 55.4%.
Re: Strategy
The bulls are on fire (duh).
Tuesday: Pattern 6/red-red-grn. Win Percentage (CSI 53.4%): C 52.8%, S 54.0%, I 53.4%.
Result: short C-fund was wrong; cash S-fund was safe; cash I-fund was safe.
Unofficial (August 26, 2014): C +0.11%; S +0.47%; I +0.39%.
Short Patterns (S-fund): 2/grn-grn-red (52.4%); 7/red-grn-grn (52.5%); 8/red-grn-red (51.7%).
Cash Patterns (S-fund): 4/grn-red-grn (55.1%); 6/red-red-grn (54.2%).
Long Patterns (S-fund): 1/grn-grn-grn (56.4%); 3/grn-red-red (56.9%); 5/red-red-red (60.3%).
S&P 500: 55.4% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.4%; long > 55.4%.
Accuracy: 44/75 (59%). Long: 27/42 (64%). Short: 17/33 (52%). Cash: green (13 up, 8 down); red (7 up, 4 down).
Wednesday: Pattern 7/red-grn-grn. Win Percentage (CSI 51.5%): C 53.9%, S 52.5%, I 47.9%.
Forecast: cash C-fund; short S-fund; short I-fund.
Wednesday has pattern 7/red-grn-grn. WP (S-fund): 52.5% (W 114, L 103). Strategy: Short <= 53%.
Tuesday: Pattern 6/red-red-grn. Win Percentage (CSI 53.4%): C 52.8%, S 54.0%, I 53.4%.
Result: short C-fund was wrong; cash S-fund was safe; cash I-fund was safe.
Unofficial (August 26, 2014): C +0.11%; S +0.47%; I +0.39%.
Short Patterns (S-fund): 2/grn-grn-red (52.4%); 7/red-grn-grn (52.5%); 8/red-grn-red (51.7%).
Cash Patterns (S-fund): 4/grn-red-grn (55.1%); 6/red-red-grn (54.2%).
Long Patterns (S-fund): 1/grn-grn-grn (56.4%); 3/grn-red-red (56.9%); 5/red-red-red (60.3%).
S&P 500: 55.4% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.4%; long > 55.4%.
Accuracy: 44/75 (59%). Long: 27/42 (64%). Short: 17/33 (52%). Cash: green (13 up, 8 down); red (7 up, 4 down).
Wednesday: Pattern 7/red-grn-grn. Win Percentage (CSI 51.5%): C 53.9%, S 52.5%, I 47.9%.
Forecast: cash C-fund; short S-fund; short I-fund.
Wednesday has pattern 7/red-grn-grn. WP (S-fund): 52.5% (W 114, L 103). Strategy: Short <= 53%.
Re: Strategy
Bears can't be choosers -- we're a hungry bunch. We'll take the scrap of gains from the F-fund, anytime.
By the way, TZA gained +0.85% today even though the indices were mostly flat.
Wednesday: Pattern 7/red-grn-grn. Win Percentage (CSI 51.5%): C 53.9%, S 52.5%, I 47.9%.
Result: cash C-fund was safe; short S-fund was right; short I-fund was wrong.
Unofficial (August 27, 2014): C +0.00%; S -0.06%; I +0.14%.
Short Patterns (S-fund): 2/grn-grn-red (52.4%); 7/red-grn-grn (52.3%); 8/red-grn-red (51.7%).
Cash Patterns (S-fund): 4/grn-red-grn (55.1%); 6/red-red-grn (54.2%).
Long Patterns (S-fund): 1/grn-grn-grn (56.4%); 3/grn-red-red (56.9%); 5/red-red-red (60.3%).
S&P 500: 55.4% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.4%; long > 55.4%.
Accuracy: 45/76 (59%). Long: 27/42 (64%). Short: 18/34 (53%). Cash: green (13 up, 8 down); red (7 up, 4 down).
Thursday: Pattern 4/grn-red-grn. Win Percentage (CSI 55.1%): C 56.8%, S 55.1%, I 53.4%.
Forecast: long C-fund; cash S-fund; cash I-fund.
Thursday has pattern 4/grn-red-grn. WP (S-fund): 55.1% (W 135, L 110). Strategy: Cash > 53% and <= 55.4%.
By the way, TZA gained +0.85% today even though the indices were mostly flat.
Wednesday: Pattern 7/red-grn-grn. Win Percentage (CSI 51.5%): C 53.9%, S 52.5%, I 47.9%.
Result: cash C-fund was safe; short S-fund was right; short I-fund was wrong.
Unofficial (August 27, 2014): C +0.00%; S -0.06%; I +0.14%.
Short Patterns (S-fund): 2/grn-grn-red (52.4%); 7/red-grn-grn (52.3%); 8/red-grn-red (51.7%).
Cash Patterns (S-fund): 4/grn-red-grn (55.1%); 6/red-red-grn (54.2%).
Long Patterns (S-fund): 1/grn-grn-grn (56.4%); 3/grn-red-red (56.9%); 5/red-red-red (60.3%).
S&P 500: 55.4% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.4%; long > 55.4%.
Accuracy: 45/76 (59%). Long: 27/42 (64%). Short: 18/34 (53%). Cash: green (13 up, 8 down); red (7 up, 4 down).
Thursday: Pattern 4/grn-red-grn. Win Percentage (CSI 55.1%): C 56.8%, S 55.1%, I 53.4%.
Forecast: long C-fund; cash S-fund; cash I-fund.
Thursday has pattern 4/grn-red-grn. WP (S-fund): 55.1% (W 135, L 110). Strategy: Cash > 53% and <= 55.4%.
- Tomanyiron
- Posts: 4973
- Joined: Mon Apr 26, 2010 6:39 am
Re: Strategy
Ebb when you say "Forecast: long C-fund; cash S-fund; cash I-fund", what time frame are you talking?
And haven't you been saying "cash S-fund; cash I-fund" for a while now, even as they both climb?
And haven't you been saying "cash S-fund; cash I-fund" for a while now, even as they both climb?
"A good decision is based on knowledge and not on numbers." Plato
"Perfect numbers like perfect men are very rare." Rene Descartes
"Perfect numbers like perfect men are very rare." Rene Descartes
Re: Strategy
Tomanyiron, these are day-to-day forecasts for ETFs and stocks. In this case, Thursday and the system only follows the S-fund call, which is cash. We had a contest called the S-fund Challenge a while back on another site, so I use only its cycle and patterns.
You say that I've been calling cash S-fund for a while now? Where did you get this information?
Monday's call was long -- correct.
Tuesday's call was cash -- safe.
Today's call was short -- correct.
The S-fund strategy is hitting 64% of long calls (27/42) and 53% (18/34) of short calls since March 26 (start of contest).
This month of August, the system is hitting it at 64% (including today's result), so I don't know where you're getting the cash calls. Check out the daily calls on this ebbchart and make sure to check the dates.
You say that I've been calling cash S-fund for a while now? Where did you get this information?
Monday's call was long -- correct.
Tuesday's call was cash -- safe.
Today's call was short -- correct.
The S-fund strategy is hitting 64% of long calls (27/42) and 53% (18/34) of short calls since March 26 (start of contest).
This month of August, the system is hitting it at 64% (including today's result), so I don't know where you're getting the cash calls. Check out the daily calls on this ebbchart and make sure to check the dates.
Re: Strategy
The Bears are coming! The Bears are coming!
Thursday: Pattern 4/grn-red-grn. Win Percentage (CSI 55.1%): C 56.8%, S 55.1%, I 53.4%.
Result: long C-fund was wrong; cash S-fund was safe; cash I-fund was safe.
Unofficial (August 28, 2014): C -0.17%; S -0.31%; I -0.68%.
Short Patterns (S-fund): 2/grn-grn-red (52.4%); 7/red-grn-grn (52.3%); 8/red-grn-red (51.7%).
Cash Patterns (S-fund): 4/grn-red-grn (54.9%); 6/red-red-grn (54.2%).
Long Patterns (S-fund): 1/grn-grn-grn (56.4%); 3/grn-red-red (56.9%); 5/red-red-red (60.3%).
S&P 500: 55.4% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.4%; long > 55.4%.
Accuracy: 45/76 (59%). Long: 27/42 (64%). Short: 18/34 (53%). Cash: green (13 up, 9 down); red (7 up, 4 down).
Friday: Pattern 8/red-grn-red. Win Percentage (CSI 54.6%): C 55.6%, S 51.7%, I 56.5%.
Forecast: long C-fund; short S-fund; long I-fund.
Friday has pattern 8/red-grn-red. WP (S-fund): 51.7% (W 124, L 116). Strategy: Short <= 53%.
Thursday: Pattern 4/grn-red-grn. Win Percentage (CSI 55.1%): C 56.8%, S 55.1%, I 53.4%.
Result: long C-fund was wrong; cash S-fund was safe; cash I-fund was safe.
Unofficial (August 28, 2014): C -0.17%; S -0.31%; I -0.68%.
Short Patterns (S-fund): 2/grn-grn-red (52.4%); 7/red-grn-grn (52.3%); 8/red-grn-red (51.7%).
Cash Patterns (S-fund): 4/grn-red-grn (54.9%); 6/red-red-grn (54.2%).
Long Patterns (S-fund): 1/grn-grn-grn (56.4%); 3/grn-red-red (56.9%); 5/red-red-red (60.3%).
S&P 500: 55.4% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.4%; long > 55.4%.
Accuracy: 45/76 (59%). Long: 27/42 (64%). Short: 18/34 (53%). Cash: green (13 up, 9 down); red (7 up, 4 down).
Friday: Pattern 8/red-grn-red. Win Percentage (CSI 54.6%): C 55.6%, S 51.7%, I 56.5%.
Forecast: long C-fund; short S-fund; long I-fund.
Friday has pattern 8/red-grn-red. WP (S-fund): 51.7% (W 124, L 116). Strategy: Short <= 53%.
Re: Strategy
Enjoy your Labor Day weekend!
Friday: Pattern 8/red-grn-red. Win Percentage (CSI 54.6%): C 55.6%, S 51.7%, I 56.5%.
Result: long C-fund was right; short S-fund was wrong; long I-fund was right.
Unofficial (August 29, 2014): C +0.33%; S +0.58%; I +0.09%.
Short Patterns (S-fund): 2/grn-grn-red (52.4%); 7/red-grn-grn (52.3%); 8/red-grn-red (51.9%).
Cash Patterns (S-fund): 4/grn-red-grn (54.9%); 6/red-red-grn (54.2%).
Long Patterns (S-fund): 1/grn-grn-grn (56.4%); 3/grn-red-red (56.9%); 5/red-red-red (60.3%).
S&P 500: 55.4% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.4%; long > 55.4%.
Accuracy: 45/77 (58%). Long: 27/42 (64%). Short: 18/35 (51%). Cash: green (13 up, 9 down); red (7 up, 4 down).
Tuesday: Pattern 1/grn-grn-grn. Win Percentage (CSI 53.0%): C 54.0%, S 56.4% (DP WP: 67.6%), I 48.7%.
Forecast: cash C-fund; long S-fund; short I-fund.
Tuesday has pattern 1/grn-grn-grn. 1st DP WP (S-fund): 67.6% (W 25, L 12). Strategy: Long > 55.4%.
Wednesday has pattern 1/grn-grn-grn. 2nd DP WP (S-fund): 62.2% (W 23, L 14). Strategy: Long > 55.4%.
Friday: Pattern 8/red-grn-red. Win Percentage (CSI 54.6%): C 55.6%, S 51.7%, I 56.5%.
Result: long C-fund was right; short S-fund was wrong; long I-fund was right.
Unofficial (August 29, 2014): C +0.33%; S +0.58%; I +0.09%.
Short Patterns (S-fund): 2/grn-grn-red (52.4%); 7/red-grn-grn (52.3%); 8/red-grn-red (51.9%).
Cash Patterns (S-fund): 4/grn-red-grn (54.9%); 6/red-red-grn (54.2%).
Long Patterns (S-fund): 1/grn-grn-grn (56.4%); 3/grn-red-red (56.9%); 5/red-red-red (60.3%).
S&P 500: 55.4% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.4%; long > 55.4%.
Accuracy: 45/77 (58%). Long: 27/42 (64%). Short: 18/35 (51%). Cash: green (13 up, 9 down); red (7 up, 4 down).
Tuesday: Pattern 1/grn-grn-grn. Win Percentage (CSI 53.0%): C 54.0%, S 56.4% (DP WP: 67.6%), I 48.7%.
Forecast: cash C-fund; long S-fund; short I-fund.
Tuesday has pattern 1/grn-grn-grn. 1st DP WP (S-fund): 67.6% (W 25, L 12). Strategy: Long > 55.4%.
Wednesday has pattern 1/grn-grn-grn. 2nd DP WP (S-fund): 62.2% (W 23, L 14). Strategy: Long > 55.4%.
Re: Strategy
I've done some research over the weekend to see if there is a viable way to have weekly calls for ETFs and stocks using the patterns' S-fund strategy. The daily calls I'm making right now is suitable for margin accounts, but not for non-margin accounts.
I went back to March 26 and counted the short and long calls for each week to find the answer (majority rules). In 23 weeks, we had 9 short (WP: 5/9), 11 long (WP: 7/11), and 3 cash calls. The weekly call (WP: 60%) is not much different from the daily call's accuracy (WP: 58%). When used with TNA or TZA, the gain was over +21.5% (since March 26), which is not that bad for a 5 month period. By the way, TNA lost -3.5% during the same time.
I went back to March 26 and counted the short and long calls for each week to find the answer (majority rules). In 23 weeks, we had 9 short (WP: 5/9), 11 long (WP: 7/11), and 3 cash calls. The weekly call (WP: 60%) is not much different from the daily call's accuracy (WP: 58%). When used with TNA or TZA, the gain was over +21.5% (since March 26), which is not that bad for a 5 month period. By the way, TNA lost -3.5% during the same time.
Re: Strategy
ebbcharts wrote:I've done some research over the weekend to see if there is a viable way to have weekly calls for ETFs and stocks using the patterns' S-fund strategy. The daily calls I'm making right now is suitable for margin accounts, but not for non-margin accounts.
I went back to March 26 and counted the short and long calls for each week to find the answer (majority rules). In 23 weeks, we had 9 short (WP: 5/9), 11 long (WP: 7/11), and 3 cash calls. The weekly call (WP: 60%) is not much different from the daily call's accuracy (WP: 58%). When used with TNA or TZA, the gain was over +21.5% (since March 26), which is not that bad for a 5 month period. By the way, TNA lost -3.5% during the same time.
Hi Ebb, this very good news. Nice work! Can you please sort out the results of buying only the buying TNA only during the same period from March 26 forward? Tia.
Re: Strategy
raph wrote:ebbcharts wrote:I've done some research over the weekend to see if there is a viable way to have weekly calls for ETFs and stocks using the patterns' S-fund strategy. The daily calls I'm making right now is suitable for margin accounts, but not for non-margin accounts.
I went back to March 26 and counted the short and long calls for each week to find the answer (majority rules). In 23 weeks, we had 9 short (WP: 5/9), 11 long (WP: 7/11), and 3 cash calls. The weekly call (WP: 60%) is not much different from the daily call's accuracy (WP: 58%). When used with TNA or TZA, the gain was over +21.5% (since March 26), which is not that bad for a 5 month period. By the way, TNA lost -3.5% during the same time.
Hi Ebb, this very good news. Nice work! Can you please sort out the results of buying only the buying TNA only during the same period from March 26 forward? Tia.
Sure, I have the dates for the weekly calls, both long and short TNA. I'll do it in a little while. Busy for the moment.
Re: Strategy
Raph, here's the weekly spreadsheet breakdown. If you have any questions, just let me know.
Long and short TNA (12/20 +21.53%).
Long TNA (7/11 +14.20%).
Short TNA (5/9 +6.42%)
Buy and hold TNA (12/23 -3.53%).
Long and short TNA (12/20 +21.53%).
Long TNA (7/11 +14.20%).
Short TNA (5/9 +6.42%)
Buy and hold TNA (12/23 -3.53%).
Re: Strategy
Dang double pattern appearing on the 1st trading day of the month prevented the TSP system from jumping in the S-fund. But TNA did well, so I'm not as angry as I should be.
Tuesday: Pattern 1/grn-grn-grn. Win Percentage (CSI 53.0%): C 54.0%, S 56.4% (DP WP: 67.6%), I 48.7%.
Result: long C-fund was wrong; long S-fund was right; long I-fund was wrong. All funds follow the S-fund DP (I forgot).
Unofficial (September 02, 2014): C -0.05%; S +0.35%; I -0.06%.
Short Patterns (S-fund): 2/grn-grn-red (52.4%); 7/red-grn-grn (52.3%); 8/red-grn-red (51.9%).
Cash Patterns (S-fund): 4/grn-red-grn (54.9%); 6/red-red-grn (54.2%).
Long Patterns (S-fund): 1/grn-grn-grn (56.6%); 3/grn-red-red (56.9%); 5/red-red-red (60.3%).
S&P 500: 55.4% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.4%; long > 55.4%.
Accuracy: 46/78 (59%). Long: 28/43 (65%). Short: 18/35 (51%). Cash: green (13 up, 9 down); red (7 up, 4 down).
Wednesday: Pattern 1/grn-grn-grn. Win Percentage (CSI 53.0%): C 53.8%, S 56.6% (DP WP: 67.6%), I 48.5%.
Forecast: long C-fund; long S-fund; long I-fund. All funds follow the S-fund DP.
Wednesday has pattern 1/grn-grn-grn. 2nd DP WP (S-fund): 62.2% (W 23, L 14). Strategy: Long > 55.4%.
Tuesday: Pattern 1/grn-grn-grn. Win Percentage (CSI 53.0%): C 54.0%, S 56.4% (DP WP: 67.6%), I 48.7%.
Result: long C-fund was wrong; long S-fund was right; long I-fund was wrong. All funds follow the S-fund DP (I forgot).
Unofficial (September 02, 2014): C -0.05%; S +0.35%; I -0.06%.
Short Patterns (S-fund): 2/grn-grn-red (52.4%); 7/red-grn-grn (52.3%); 8/red-grn-red (51.9%).
Cash Patterns (S-fund): 4/grn-red-grn (54.9%); 6/red-red-grn (54.2%).
Long Patterns (S-fund): 1/grn-grn-grn (56.6%); 3/grn-red-red (56.9%); 5/red-red-red (60.3%).
S&P 500: 55.4% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.4%; long > 55.4%.
Accuracy: 46/78 (59%). Long: 28/43 (65%). Short: 18/35 (51%). Cash: green (13 up, 9 down); red (7 up, 4 down).
Wednesday: Pattern 1/grn-grn-grn. Win Percentage (CSI 53.0%): C 53.8%, S 56.6% (DP WP: 67.6%), I 48.5%.
Forecast: long C-fund; long S-fund; long I-fund. All funds follow the S-fund DP.
Wednesday has pattern 1/grn-grn-grn. 2nd DP WP (S-fund): 62.2% (W 23, L 14). Strategy: Long > 55.4%.
Re: Strategy
To show that the daily calls (short, cash, or long) I post in here are not just for show, here's what it can do for TNA (Mar. 26 to Sep 02). Compared to the weekly TNA strategy (+23.55%), the daily TNA strategy (+43.04%) nearly doubles the gains. The latter is more actively traded and is suitable for margin accounts.
- Tomanyiron
- Posts: 4973
- Joined: Mon Apr 26, 2010 6:39 am
Re: Strategy
ebbcharts wrote:Forecast: long C-fund; long S-fund; long I-fund. All funds follow the S-fund DP.
Wednesday has pattern 1/grn-grn-grn. 2nd DP WP (S-fund): 62.2% (W 23, L 14). Strategy: Long > 55.4%.
So is 62.2% good enough for you to transfer to the S fund. "Green, green, green" has to be good, good, good, right?
"A good decision is based on knowledge and not on numbers." Plato
"Perfect numbers like perfect men are very rare." Rene Descartes
"Perfect numbers like perfect men are very rare." Rene Descartes
Fund Prices2024-03-28
Fund | Price | Day | YTD |
G | $18.15 | 0.05% | 1.05% |
F | $19.08 | -0.06% | -0.74% |
C | $82.21 | 0.11% | 10.55% |
S | $82.43 | 0.30% | 6.92% |
I | $42.57 | -0.24% | 5.95% |
L2065 | $16.38 | 0.02% | 8.37% |
L2060 | $16.39 | 0.02% | 8.38% |
L2055 | $16.39 | 0.02% | 8.38% |
L2050 | $32.73 | 0.01% | 6.95% |
L2045 | $14.91 | 0.02% | 6.58% |
L2040 | $54.38 | 0.02% | 6.22% |
L2035 | $14.34 | 0.02% | 5.79% |
L2030 | $47.67 | 0.02% | 5.38% |
L2025 | $13.15 | 0.03% | 3.43% |
Linc | $25.61 | 0.03% | 2.82% |