Fund Strength Strategy

[FilthyFred]

Ditto Tomany

[RollsRoyce]

Agree.

[Kpop]

Update EOD May 12, 2017
Today is the first day since I started this thing that the F fund went to positive territory. Coincidently today is the first day the C fund went negative. The S fund is S-uffering. However the I fund is back up were it was on Wed.
My C fund allocation will see only one day of play, because since it went negative, I placed an IFT to G this evening.



On another note, I shall not be able to do updates next week. I will be on vacation, and places where there is hardly any internet. I know it looks a little suspicious, me moving to G as I leave. But honestly, I never manipulated the numbers, the C went negative so I went G
When I get back, I will do all the updates I missed..

Hurry back.

[RollsRoyce]

lol.

[Tomanyiron]

EOD Thursday May 25, 2017, A rising tide lifts all boats.

Update EOD Friday May 26, 2017
One of the boats must have a hole in it. It’s starting to sink. Jump overboard, and swim to that C-arnival fun ship.

[crondanet5]

Why is there such a difference in the height of the C and S Funds on your chart when there was only a 1 percent difference between the C and S Funds today?

[Tomanyiron]

Why is there such a difference in the height of the C and S Funds on your chart when there was only a 1 percent difference between the C and S Funds today?

The short answer is the C fund is giving you the finger for not choosing it instead of the S fund. Look at the graph, with C being the middle finger, and I fund the thumb, can you see it? And if including Thursday's graph, it looks like a double handed one.

But don't take it personally, it's a message to everyone that did not have faith in the C fund (Aitrus tried to tell us). That finger is for me also.

[crondanet5]

Does your chart depict daily percentile returns or something else?

[Tomanyiron]

Does your chart depict daily percentile returns or something else?

Cron as I said in one of the OP, this system incorporates “Inertia” in the calculations. The S-aturn has been lagging the C-orvette. The C Fund is +1.54%, the S Fund -0.26%, since the first of May . I don’t use the past month’s prices, only the last 5 trading days. But you get what I’m saying right?

It took me a while to find this quote I remembered seeing by Paul Saffo. “In forecasting, lots of interlocking weak information, (past prices) is vastly more trustworthy than a point or two of strong information, (the last day).
One of the biggest mistakes a forecaster—or a decision maker—can make is to over-rely on one piece of seemingly strong information because it happens to reinforce the conclusion he or she has already reached.”

And I also said this system will be a “lagging indicator”. Who knows the Corvette could blow it’s engine, and your Saturn pass it. But somehow I don't think so.

[crondanet5]

I'm still trying to wrap your charting method in my brain. Are you saying each day on the chart represents the last 5 trading days percentilely crunched or is each day its own percentile representation. The reason I ask is the C Fund was 15% Friday and the S Fund was 14%. That's only a 1% difference and makes your chart look skewed if each day's percentile move is charted. But if each day represents a 5 trading day computation I can see the C Fund beating the S Fund on Friday.

I also refer to www.tspchart.com that shows the S Fund much higher than any other Fund.

So is each day a five day computation or a one day depiction?

[Tomanyiron]

... Are you saying each day on the chart represents the last 5 trading days percentilely crunched?...

Yes something like that, except that more weight is given to the latest data.
I will use your performance chart to demonstrate.

Can you see that depicted below? They were about the same on Wednesday, but on Thursday the C fund jumped, and then on Friday the S could not maintain it's rally.


The formula for all this is: (c0, n = 2/ n +1 [i0 -EMA (i1,n)]x TF
Where:
c0 = last day's closing price
i = c0 − c1 = inertia (difference between today's and yesterday's close)
EMA(m,n) = exponential moving average of m over n periods
TF = Tomanyian Factor is an algorithm used to protect this trade secret and back-room deals.
Seems simple enough, but the TF part has to be calculated first, right?
I know the math whizzes on this site are scratching their heads. Set your minds at ease, that formula is a joke. However there is a calculation I use, it has not changed since I started. And I do no manipulations to make it say what I want it to.

[Tomanyiron]

Cron sometimes I can’t figure out if you are testing me, playing the “Devils Advocate”, or just trying to stay ahead of me on the Top Posters list.
Today it was OK, I had fun with it. But don’t think you are going to lead me through the woods everyday.

[FilthyFred]

Cron sometimes I can’t figure out if you are testing me, playing the “Devils Advocate”, or just trying to stay ahead of me on the Top Posters list.
Today it was OK, I had fun with it. But don’t think I’m going to lead you through the woods everyday.

LOL.

[evilanne]

http://www.tspcharts.com If you go to the percentage tab and narrow it as much as possible you will also see what Tomany means. Could only get it down to mid-February-Present, Tomany uses shorter period.

[RollsRoyce]

Nice...thanks.