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 Post subject: Strength and Mood
 Post Posted: Mon Jun 19, 2017 6:29 am 
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I’m presenting an additional chart. Something that has been on my mind for a while, the market has moods. And it’s often reflected in volatility. But volatility alone seemed incomplete. So I have combined volume, and price momentum in the calculations. I have high hopes that this will be less lagging and more leading of price movements.

This “Mood Factor” is meant for stocks in general. Not as a, “is the S fund better than the C fund now” type questions. The “Strength Factor” might be better for that kind of decisions. I have plans to update both daily. And each will have its own “signature” range.

The complete formula is beyond the scope of this post. However the formula will not change for either of these indexes, as time goes by. I want them to stay true, no matter what they say.

I’m not presenting this as the ultimate trading indicator. I have no illusions. I see it only as another tool. I don’t have the skills or patience to backtest it further than what you see. This is the last 33 trading days. I made the calculations for each day over the past week. Over the weekend I checked it for errors. Then I plugged the numbers in and voila… this is it.

The purple line is the daily mood.
The darker purple line is mood's trend line.
The green line is C fund's performance.
The darker green line is C fund's trend.

Look it over, what do you see? I noticed a couple of things that I thought were interesting.
Image

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It's not uncommon for market participants and Ouija Board players to ask the same question, "Who’s controlling this?"


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AGG (F Fund)
iShares Lehman Aggregate Bond (AGG)

S&P 500 (C Fund)
S&P 500 INDEX,RTH (^GSPC)

DWCPF (S Fund)
Dow Jones U.S. Completion Total Stock Market Index (^DWCPF)

EFA (I Fund)
iShares MSCI EAFE Index (EFA)