How strong is the correlation between ^RUT and the $DWCPF? Isn't the latter a much better proxy for the S Fund?wingchaser wrote: ↑Thu May 27, 2021 11:28 am ^RUT (S Fund) candlestick just depicted a strong GAP UP formation & surged across it’s SMA 50. Also of note, is the MACD just went POSITIVE with an important cross-over. Indication (here) is for possible, if not probable, positive upward momentum (in the short-term).
Here’s hopin’...
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S Fund Observation
Moderator: Aitrus
Re: S Fund Observation
Re: S Fund Observation
That was my understanding as well. When the S Fund first came online in 2001, it followed the Wilshire 4500. Then it switched to the Russel 2000 for a few years, and then transitioned to it's present index in the DWCPF.
Seasonal Musings 2022: viewtopic.php?f=14&t=19005
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Re: S Fund Observation
If I had to guesstimate, I would say that they are “loosely-coupled”.
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Best of Luck (everyone) in all you choose to endeavor!!!
Thanx BLOOBS for your continued contribution(s) into these outstanding forums associated with this Fantasy Website...
AITRUS: Not only am I old, but I also appear to be Old-School!!!
Best of Luck (everyone) in all you choose to endeavor!!!
“Compound interest is the eighth wonder of the world. He who understands it, earns it. He who doesn’t... pays it.” ~ Albert Einstein
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Re: S Fund Observation
I always appreciate technical indicators discussed; thanks wingchaser and bloobs
Re: S Fund Observation
Wanted to bring Tomanyiron's observation back to the top of forum - "The past four months, or so, the S fund (DWCPF) has been bouncing between 2060 and 2230."
The S fund has peaked at $84+ 3 times this years before dropping back down to a low of $77+.
February 12 - $84.72 (dropped back to $77.38 on March 4)
March 15 - $84.15 (dropped back to $77.51 on March 24)
Apri 29 - $84.81 (dropped back to $77.80 on May 12)
Today (7 June) we made it back to $84 (almost to the penny).
Any thoughts from the crowd on S Fund trajectory? Are we going back down into the $70s? Think there is any more upward movement possible in the short-term?
The S fund has peaked at $84+ 3 times this years before dropping back down to a low of $77+.
February 12 - $84.72 (dropped back to $77.38 on March 4)
March 15 - $84.15 (dropped back to $77.51 on March 24)
Apri 29 - $84.81 (dropped back to $77.80 on May 12)
Today (7 June) we made it back to $84 (almost to the penny).
Any thoughts from the crowd on S Fund trajectory? Are we going back down into the $70s? Think there is any more upward movement possible in the short-term?
Re: S Fund Observation
Great notes! Adding to that, seasonal trends for June copied from Aitrus' Seasonal Musings:KTSPcalc wrote: ↑Mon Jun 07, 2021 7:21 pm Wanted to bring Tomanyiron's observation back to the top of forum - "The past four months, or so, the S fund (DWCPF) has been bouncing between 2060 and 2230."
The S fund has peaked at $84+ 3 times this years before dropping back down to a low of $77+.
February 12 - $84.72 (dropped back to $77.38 on March 4)
March 15 - $84.15 (dropped back to $77.51 on March 24)
Apri 29 - $84.81 (dropped back to $77.80 on May 12)
Today (7 June) we made it back to $84 (almost to the penny).
Any thoughts from the crowd on S Fund trajectory? Are we going back down into the $70s? Think there is any more upward movement possible in the short-term?
The S Fund is currently at 1.43% for the month.Fund – A “good” month is a CAGR of 1% or better, and a PNR of 70% or better.
Since 1988: CAGR 0.68%, PNR 61%
Last 20 years: CAGR -0.02%, PNR 60%
Last 10 years: CAGR 1.71%, PNR 60%
Last 5 years: CAGR 2.740%, PNR 60%
June is a pretty ugly month for the S Fund, but an outside good 2019 and 2020 has pulled up the numbers a bit from previous reporting.
The best years were 2000 (12.01%), 2019 (6.80%) and 1988 (6.17%). The worst years were 2008 (-7.63%), 2010 (-6.90%) and 2002 (-6.67%).
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Re: S Fund Observation
mjedlin66 wrote: ↑Mon Jun 07, 2021 8:14 pmGreat notes! Adding to that, seasonal trends for June copied from Aitrus' Seasonal Musings:KTSPcalc wrote: ↑Mon Jun 07, 2021 7:21 pm Wanted to bring Tomanyiron's observation back to the top of forum - "The past four months, or so, the S fund (DWCPF) has been bouncing between 2060 and 2230."
The S fund has peaked at $84+ 3 times this years before dropping back down to a low of $77+.
February 12 - $84.72 (dropped back to $77.38 on March 4)
March 15 - $84.15 (dropped back to $77.51 on March 24)
Apri 29 - $84.81 (dropped back to $77.80 on May 12)
Today (7 June) we made it back to $84 (almost to the penny).
Any thoughts from the crowd on S Fund trajectory? Are we going back down into the $70s? Think there is any more upward movement possible in the short-term?
The S Fund is currently at 1.43% for the month.Fund – A “good” month is a CAGR of 1% or better, and a PNR of 70% or better.
Since 1988: CAGR 0.68%, PNR 61%
Last 20 years: CAGR -0.02%, PNR 60%
Last 10 years: CAGR 1.71%, PNR 60%
Last 5 years: CAGR 2.740%, PNR 60%
June is a pretty ugly month for the S Fund, but an outside good 2019 and 2020 has pulled up the numbers a bit from previous reporting.
The best years were 2000 (12.01%), 2019 (6.80%) and 1988 (6.17%). The worst years were 2008 (-7.63%), 2010 (-6.90%) and 2002 (-6.67%).
What you're describing sounds like a triple top and the chart even confirms it....which means:
-A triple top is formed by three peaks moving into the same area, with pullbacks in between.
-A triple top is considered complete, indicating a further price slide, once the price moves below pattern support.
-A trader exits longs or enters shorts when the triple top completes.
-If trading the pattern, a stop loss can be placed above resistance (peaks).
-The estimated downside target for the pattern is the height of the pattern subtracted from the breakout point.
Someone with better charting skills than I could confirm my suspicions....hence I'm gonna exit the market temporarily to avoid any downward fall.
Cheers!
Cheers!
Current Strat: Loosely following 152300 and 85660 more the former rather than the later
Current PIP: 24.04
Current Strat: Loosely following 152300 and 85660 more the former rather than the later
Current PIP: 24.04
Re: S Fund Observation
It appears that things may be lining up with seasonality for the S fund. Stay tuned
Re: S Fund Observation
In a good way or a bad way?
Re: S Fund Observation
Good if you are in G or F because of the "seasonal" dip. Dip around the 9th and 10th and the big dip around the 18th and 19th. Many of the seasonal strats are in G or F until around the 25th of the month and then get back into S which is the seasonal monthly bottom.
Re: S Fund Observation
Thx for the quick response. That's what I thought you meant, but just wanted to make sure. Good luck!
Fund Prices2024-04-17
Fund | Price | Day | YTD |
G | $18.19 | 0.01% | 1.25% |
F | $18.68 | 0.50% | -2.85% |
C | $78.62 | -0.58% | 5.72% |
S | $76.27 | -0.89% | -1.07% |
I | $40.66 | -0.17% | 1.19% |
L2065 | $15.60 | -0.47% | 3.17% |
L2060 | $15.60 | -0.47% | 3.18% |
L2055 | $15.60 | -0.47% | 3.18% |
L2050 | $31.39 | -0.35% | 2.57% |
L2045 | $14.34 | -0.33% | 2.47% |
L2040 | $52.43 | -0.31% | 2.41% |
L2035 | $13.87 | -0.28% | 2.31% |
L2030 | $46.25 | -0.25% | 2.24% |
L2025 | $12.93 | -0.12% | 1.78% |
Linc | $25.29 | -0.09% | 1.55% |