Strength and Mood

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evilanne
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Re: Strength and Mood

Post by evilanne »

Tomanyiron wrote:As a request, I constructed a weekly strength chart of all the funds YTD. I give my opinions below it.
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The first half of 2017, looked at weekly is a hodgepodge of lines. However some things I see: 1- Not likely a big surprise to most that the S and I funds are the most volatile. The two swing the highest and lowest on the chart. 2- Within the last week the S and I appear to be rebounding, however they are still in negative territory. 3- All the funds are below the zero line now, and I see no other time this year when that has occurred. Does someone see something I missed?

Thank you! Very Interesting...the waves definitely show volatility. I do like the fact that S & I look like they are on uptrend, which you don't see with daily fund strength, which shows everything negative.
I was looking at I fund since in often varies in direction from the EFA benchmark on day to day basis. For most recent high & low:
Weekly Strength looks like it was strongest Early-Mid May
Jun 02, 2017 28.5205 Peak I Fund $67.22 EFA
Weekly Weakness looks like it was lowest end of June
Jul 07, 2017 27.9393 Low I Fund $64.84 EFA
It looks like strength (peek & valley) preceded both high & low by a couple of weeks...would have to look at more data points & track to see if it could used maybe together with daily seasonal moves to confirm the designated IFT.

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Tomanyiron
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Re: Strength and Mood

Post by Tomanyiron »

Thanks evilanne, your comments have given me ideas for additional charts. Oops... Did I say that out loud? :lol:
"A good decision is based on knowledge and not on numbers." Plato
"Perfect numbers like perfect men are very rare." Rene Descartes

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Tomanyiron
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Re: Strength and Mood

Post by Tomanyiron »

Updated EOD Monday July 10, 2017
All the funds are still weak, however the S fund has the shortest negative bar two days in a row. Did crondanet5 see that or something else, which triggered his S transfer? But then the S fund was the only one in the red (-0.30%) Monday. Dip buying Cron? Too risky for my blood.
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Mood is still trending down, hampered by rising VIX (above it’s 50-day MA since Jun 29). And no new highs in price since Jun 19.
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"A good decision is based on knowledge and not on numbers." Plato
"Perfect numbers like perfect men are very rare." Rene Descartes

crondanet5
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Re: Strength and Mood

Post by crondanet5 »

Follow my lead.

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Tomanyiron
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Re: Strength and Mood

Post by Tomanyiron »

Updated EOD Tuesday July 11, 2017
Improvements for the funds, but in a bearish posture still.
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C fund Mood continuing in down-trend.
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"A good decision is based on knowledge and not on numbers." Plato
"Perfect numbers like perfect men are very rare." Rene Descartes

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Chico
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Re: Strength and Mood

Post by Chico »

Chico having good time at the I fund fiesta. In good MOOD today!

Arriba Arriba Andale Arriba!!!

Buckwheat
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Joined: Thu Dec 29, 2016 9:24 pm

Re: Strength and Mood

Post by Buckwheat »

Chico wrote:Chico having good time at the I fund fiesta. In good MOOD today!

Arriba Arriba Andale Arriba!!!



LOL. :lol:

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Tomanyiron
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Re: Strength and Mood

Post by Tomanyiron »

Updated EOD Wednesday July 12, 2017
To quote Tom Crowley, “Everything rallied on Wednesday... stocks, bonds, gold, credit, oil, you name it. The Fed has that kind of power”. And with international stocks posting large gains also, I dare say Janet Yellen is the most powerful person in the world.
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What a difference a Fed manipulation day makes.
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"A good decision is based on knowledge and not on numbers." Plato
"Perfect numbers like perfect men are very rare." Rene Descartes

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Tomanyiron
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Re: Strength and Mood

Post by Tomanyiron »

Updated EOD Thursday July 13, 2017
The I fund has the strongest up-trend. And Bonds did not get invited to the party.
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Mood signaling buy.
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"A good decision is based on knowledge and not on numbers." Plato
"Perfect numbers like perfect men are very rare." Rene Descartes

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Tomanyiron
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Re: Strength and Mood

Post by Tomanyiron »

Updated EOD Friday July 14, 2017
In hindsight, the signals were there to make a well-timed IFT. The shorter negative bars on Tuesday were pointing to the start of a new up-trend. Wednesday’s positive bars were conformation. And the I fund was the best pick. My inaction caused a delay in possible gains. So now I’m in the I fund (for the start on Monday), for better or worse.
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So was there a signal on the Mood chart also? Well this is the second time the mood line dipped below the C fund price line, and on both occasions this has turned out to be a good buy signal. More data is needed, especially when/if a true bear market gets under way.
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"A good decision is based on knowledge and not on numbers." Plato
"Perfect numbers like perfect men are very rare." Rene Descartes

mindofmush
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Re: Strength and Mood

Post by mindofmush »

Tomanyiron
Do you believe the "Dynamic Yield Curve" theory, that when the curve flattens out or when the short term yield becomes greater than the 30 year yield that a BEAR shows up?

Did you see Stockchart's new Dynamic Yield Curve chart? It looks like the BULL has many more miles to go before meeting that BEAR.

Maybe you'll figure a way to backtest the Mood Factor through one of those recessions while we wait for the next BEAR.
mo meng, mo ching (which loosely means: no money, no life)

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Tomanyiron
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Re: Strength and Mood

Post by Tomanyiron »

Mindo interesting that you ask, I was reading about the yield curve just the other day. And thanks for the link I have not seen that one. If you do a search on Yield Curve, you can find all kinds of predictions basted on it (some conflicting).

I have done a little backtesting of the Mood Factor through some pull-backs and corrections. And I would like to do more with an in-depth presentation, maybe later. It is on my to-do list. You know there are so many things to do in the summer. And the great outdoors is such a magnet to me now. Oh, the sun is coming up, I gotta go.
"A good decision is based on knowledge and not on numbers." Plato
"Perfect numbers like perfect men are very rare." Rene Descartes

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Tomanyiron
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Re: Strength and Mood

Post by Tomanyiron »

mindofmush wrote:Huh.
I thought the loony factor of the Moon phases would affect investor sentiment and therefore the Mood Factor.

Yes, I believe that also. But many other factors can contribute to investors mood. My calculations for "Mood" come from three things:
1- Price momentum, which is the measurement of the speed or velocity of price changes. Momentum compares the most recent closing price to a previous closing price (can be the closing price of any time frame).
2- (VIX) The Volatility index, calculated and published by the Chicago Board Options Exchange (CBOE), it is colloquially referred to as the uncertainty index, the fear index or the nervousness gauge. Volatility is considered to be a measurement of anxiety, and often trends the opposite of price direction.
3- Volume, if it's high that means greater participation. And increased reliance placed on the movement of price. High volume indicates a consensus of market participants. Prices can be pushed around easily on low volume days, which might not reflect the true intentions or “mood” of the participants overall. So I use volume as a multiplier of price movements.

Final Note: I don't present the "Mood Factor" as the ultimate trading indicator. The market is very complicated, I have no illusions. I see it only as another tool. The backtesting for it is very involved, I have only done small "snapshots". What you have seen is only the start of a project.
"A good decision is based on knowledge and not on numbers." Plato
"Perfect numbers like perfect men are very rare." Rene Descartes

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Tomanyiron
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Re: Strength and Mood

Post by Tomanyiron »

Updated EOD Monday July 17, 2017
All the funds are holding up, for now.
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Some low volume profit taking, dampen the Mood today.
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"A good decision is based on knowledge and not on numbers." Plato
"Perfect numbers like perfect men are very rare." Rene Descartes

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Tomanyiron
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Re: Strength and Mood

Post by Tomanyiron »

Updated EOD Tuesday July 18, 2017
Intra-day bonds were up with conviction. Stocks were going down, until around 10:45 AM, then the dip buyers showed up. C and I ended the day flattish. And the S took a little hit.
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Market Mood is fickle, but is showing an up-trend since July 6.
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"A good decision is based on knowledge and not on numbers." Plato
"Perfect numbers like perfect men are very rare." Rene Descartes

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Fund Prices2024-03-28

FundPriceDayYTD
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%

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