charmed855's Account Talk

[Uptrend]

ayla - I've considered your theory as well and found that most FV corrections generally adjust the I-fund to within 0.10% of the Barclay's index. That could account for some of the increase in the average post FV return, but I'm not convinced that such a small difference can account for the 10-15% increased probability of a positive return. I think much of it has to do with the short term effect of intra-day volatility on market psychology. I can certainly understand how that would be the case for a +/-FV. Post -/+FV's are a little more difficult to wrap my head around.

For the USM big rise in the afternoon causing a +/-FV sequence the, the third day rise may have to do with OSM traders digesting information that made the USM markets rapidly rise on day one. Perhaps it is a continuation reaction. USM tend to be the world market mover. Great observation, and I am looking at it. Not sure if this would be the case for USM digesting information for the -/+FV and moving to the S fund.

 

[Steadygain]

Charmed, I think you're great and I like your style. Often it's hard to ride on another's theory (that is unique to them) but for you it makes sense and that's what really matters. You're doing good now and will likely continue with good results.

BTW - I checked out your links today - very cool.

 

[charmed855]

Charmed, I think you're great and I like your style. Often it's hard to ride on another's theory (that is unique to them) but for you it makes sense and that's what really matters. You're doing good now and will likely continue with good results.

BTW - I checked out your links today - very cool.

Thanks man - I really appeciate your contributons to this site as well! With you and some of the othe/new/old timers, it feels like there has been a renaissanse of market anlysis and discussion since the subscription services went up. Great stuff (by the way, I love the color in your posts ).

 

[charmed855]

For the USM big rise in the afternoon causing a +/-FV sequence the, the third day rise may have to do with OSM traders digesting information that made the USM markets rapidly rise on day one. Perhaps it is a continuation reaction. USM tend to be the world market mover. Great observation, and I am looking at it. Not sure if this would be the case for USM digesting information for the -/+FV and moving to the S fund.

Just a quick observation on -/+FV's. I crunched the numbers and found the 4th day of the cycle to have downward tendencies. For example, YTD, the probability of a positive yeild is 46-50% for stock funds which I consider to be low considering we're in a bull market (i.e. positive returns typically 55-60% of the time). YTD returns are in the -1 to -2% range. Tomorrow will be the 4th day of a -FV cycle. I happen to be in the G fund for other reasons, but substantiating data is always nice.

 

[charmed855]

I'll be sitting out the next two days based on some short term historical trend analysis. 100% F-fund for Wed.

I noticed that I have been in synch with the Ebbtracker for the last three days (not sure about tomorrow or Wednesday - not a subscriber). It hasn't been particularly productive thus far, but perhaps a sign of things to come.



30 day post FV return tally
11 Oct, +0.16% (+/-FV, I Fund)
15 Oct, -0.99% (+/-FV, I Fund)
23 Oct, +0.92% (-/+FV, S Fund)
24 Oct, -0.31% (+/-FV, I Fund)
25 Oct, +0.12% (+/-FV, I Fund)
26 Oct, +2.09% (+/-FV, I Fund)
30 Oct, -0.35% (+/-FV, I Fund)
02 Nov, +0.39% (+/-FV, I Fund)
05 Nov, -0.93% (-/+FV, S-Fund)
---------------------------------
Total Post FV:+1.10%
Total I-Fund: -0.43%
Total S-Fund: -4.07%
Total C-Fund: -3.39%

 

[charmed855]

I was originally going to follow the +FV tendencies and move to I for tomorrow, however, due to what has transpired over the last 12 hours, I will be staying in G. The -FV possibility is too great and $100 oil is on the horizon and will be a big psychological hurdle for the market to digest. GL

 

[tspgo_com]

Charmed:

For the sake of some of us about to retire and entering an age when our cones and rods don't function as well as they used to and refusing to wear eyeglasses, would you increase the font of your FV's tally?

TIA

I'll be sitting out the next two days based on some short term historical trend analysis. 100% F-fund for Wed.

I noticed that I have been in synch with the Ebbtracker for the last three days (not sure about tomorrow or Wednesday - not a subscriber). It hasn't been particularly productive thus far, but perhaps a sign of things to come.



30 day post FV return tally
11 Oct, +0.16% (+/-FV, I Fund)
15 Oct, -0.99% (+/-FV, I Fund)
23 Oct, +0.92% (-/+FV, S Fund)
24 Oct, -0.31% (+/-FV, I Fund)
25 Oct, +0.12% (+/-FV, I Fund)
26 Oct, +2.09% (+/-FV, I Fund)
30 Oct, -0.35% (+/-FV, I Fund)
02 Nov, +0.39% (+/-FV, I Fund)
05 Nov, -0.93% (-/+FV, S-Fund)
---------------------------------
Total Post FV:+1.10%
Total I-Fund: -0.43%
Total S-Fund: -4.07%
Total C-Fund: -3.39%

 

[thamm]

Charmed:

For the sake of some of us about to retire and entering an age when our cones and rods don't function as well as they used to and refusing to wear eyeglasses, would you increase the font of your FV's tally?

TIA

tsp2go,

Here's a quickie tip. If you hold down the control key and use the scroll button on your mouse (if you have one), you can size the text on the fly. I too have cones and rods that won't mind their manners ...

 

[Breyers]

Charmed:

For the sake of some of us about to retire and entering an age when our cones and rods don't function as well as they used to and refusing to wear eyeglasses, would you increase the font of your FV's tally?

TIA

If you're using Windows, to increase the font size, you can simply highlight the text you need re-sized, then on your menu bar select "VIEW", then select "TEXT SIZE", then select "LARGEST".

 

[RPM]

tsp2go,

Here's a quickie tip. If you hold down the control key and use the scroll button on your mouse (if you have one), you can size the text on the fly. I too have cones and rods that won't mind their manners ...

Way too cool! I am learning new things on this board every day, and not just about the market!!! TY:cheesy:

 

[charmed855]

tsp2go,

Here's a quickie tip. If you hold down the control key and use the scroll button on your mouse (if you have one), you can size the text on the fly. I too have cones and rods that won't mind their manners ...

Hey, thanks for that tip!

tspgo - sure, for you I'll make it bigger!


30 day post FV return tally
11 Oct, +0.16% (+/-FV, I Fund)
15 Oct, -0.99% (+/-FV, I Fund)
23 Oct, +0.92% (-/+FV, S Fund)
24 Oct, -0.31% (+/-FV, I Fund)
25 Oct, +0.12% (+/-FV, I Fund)
26 Oct, +2.09% (+/-FV, I Fund)
30 Oct, -0.35% (+/-FV, I Fund)
02 Nov, +0.39% (+/-FV, I Fund)
05 Nov, -0.93% (-/+FV, S-Fund)
08 Nov, ??????? (+/-FV, I-Fund)
---------------------------------
Total Post FV:+1.10%
Total I-Fund: -0.43%
Total S-Fund: -4.07%
Total C-Fund: -3.39%

 

[tspgo_com]

Charmed:

You are the man!

Thank you so much. No more guessing those little numbers.

Off subject: What a day. Hope we all come out OK

Hey, thanks for that tip!

tspgo - sure, for you I'll make it bigger!


30 day post FV return tally
11 Oct, +0.16% (+/-FV, I Fund)
15 Oct, -0.99% (+/-FV, I Fund)
23 Oct, +0.92% (-/+FV, S Fund)
24 Oct, -0.31% (+/-FV, I Fund)
25 Oct, +0.12% (+/-FV, I Fund)
26 Oct, +2.09% (+/-FV, I Fund)
30 Oct, -0.35% (+/-FV, I Fund)
02 Nov, +0.39% (+/-FV, I Fund)
05 Nov, -0.93% (-/+FV, S-Fund)
08 Nov, ??????? (+/-FV, I-Fund)
---------------------------------
Total Post FV:+1.10%
Total I-Fund: -0.43%
Total S-Fund: -4.07%
Total C-Fund: -3.39%

 

[tspgo_com]

Thamm and Breyers:

Thanks for the helping hand.

 

[charmed855]

I've always believed that when it comes to trading systems, when times get rough, you should "ride the horse that got you here." Well, one of my horses has been the post FV analysis and yesterday I jumped off that horse and, while it may have been the prudent thing to do, it did not pay off. I lost out on the FVC and late day rally. Well, I stayed off that horse today as well even though the post FV analysis favors the S-fund. We'll see how well that horse finishes at the end of the day.

There are no FV considerations for Monday/Tuesday so I am riding my other horses which have me staying put in the G-Fund for safety. These other horses aren't always as fast as the post FV horse however, so I'm eager to see what next week will bring. I guess the important thing is to have a large team of horses so that if one bucks you off and runs, your not left walking back to the barn. GL


30 day post FV return tally
11 Oct, +0.16% (+/-FV, I Fund)
15 Oct, -0.99% (+/-FV, I Fund)
23 Oct, +0.92% (-/+FV, S Fund)
24 Oct, -0.31% (+/-FV, I Fund)
25 Oct, +0.12% (+/-FV, I Fund)
26 Oct, +2.09% (+/-FV, I Fund)
30 Oct, -0.35% (+/-FV, I Fund)
02 Nov, +0.39% (+/-FV, I Fund)
05 Nov, -0.93% (-/+FV, S-Fund)
08 Nov, +0.63% (+/-FV, I-Fund)
09 Nov, ??????? (-/+FV, S-Fund)
---------------------------------
Total Post FV:+1.70%
Total I-Fund: -0.35%
Total S-Fund: -5.07%
Total C-Fund: -5.13%

 

[charmed855]

-/+FV S-Fund reliability and returns have been trailing (currently 54% accurate with +7.18% YTD) while +/-FV I-Fund reliability and returns have been holding strong (79% accuracy with 10.14% YTD).

30 day post FV return tally
11 Oct, +0.16% (+/-FV, I Fund)
15 Oct, -0.99% (+/-FV, I Fund)
23 Oct, +0.92% (-/+FV, S Fund)
24 Oct, -0.31% (+/-FV, I Fund)
25 Oct, +0.12% (+/-FV, I Fund)
26 Oct, +2.09% (+/-FV, I Fund)
30 Oct, -0.35% (+/-FV, I Fund)
02 Nov, +0.39% (+/-FV, I Fund)
05 Nov, -0.93% (-/+FV, S-Fund)
08 Nov, +0.63% (+/-FV, I-Fund)
09 Nov, -1.34% (-/+FV, S-Fund)
14 Nov, ??????? (-/+FV, S-Fund)
---------------------------------
Total Post FV:+0.36%
Total -/+ FV: -2.33%
Total +/- FV: +2.73%
---------------------------------
Total I-Fund: -2.98%
Total S-Fund: -6.84%
Total C-Fund: -7.10%

 

[Uptrend]

-/+FV S-Fund reliability and returns have been trailing (currently 54% accurate with +7.18% YTD) while +/-FV I-Fund reliability and returns have been holding strong (79% accuracy with 10.14% YTD).

30 day post FV return tally
11 Oct, +0.16% (+/-FV, I Fund)
15 Oct, -0.99% (+/-FV, I Fund)
23 Oct, +0.92% (-/+FV, S Fund)
24 Oct, -0.31% (+/-FV, I Fund)
25 Oct, +0.12% (+/-FV, I Fund)
26 Oct, +2.09% (+/-FV, I Fund)
30 Oct, -0.35% (+/-FV, I Fund)
02 Nov, +0.39% (+/-FV, I Fund)
05 Nov, -0.93% (-/+FV, S-Fund)
08 Nov, +0.63% (+/-FV, I-Fund)
09 Nov, -1.34% (-/+FV, S-Fund)
14 Nov, ??????? (-/+FV, S-Fund)
---------------------------------
Total Post FV:+0.36%
Total -/+ FV: -2.33%
Total +/- FV: +2.73%
---------------------------------
Total I-Fund: -2.98%
Total S-Fund: -6.84%
Total C-Fund: -7.10%

By your evaluation procedure, doesn't the Nov-08 +/- FV day mean you should be in the I fund on Monday Nov 12? And then S on Nov 13? But I see you are in F. Do you have rationale when you depart from the system, or is it because of the Holiday and we were constrained in trading so you could not change from one to the other, thus with the probability pf a loss?

 

[charmed855]

By your evaluation procedure, doesn't the Nov-08 +/- FV day mean you should be in the I fund on Monday Nov 12? And then S on Nov 13? But I see you are in F. Do you have rationale when you depart from the system, or is it because of the Holiday and we were constrained in trading so you could not change from one to the other, thus with the probability pf a loss?

Up, we had a -FV on the 7th which resulted in a FV correction on the 8th. Th 9th is when I would normally make my move based on post FV prformance analysis. I decided to stray from the system and stay in safety.

We did not have a FV on the 8th, just a correction.

We had another -FV on the 9th, which will result in an I-fund price correction on the 13th. The 14th would be the post FV play. I decided to stay in safety again. Technically, you can say that the FV correction will come on the 12th therefore the post FV play would be on the 13th. I can accept that, but because my analysis only factored in days in which an I-Fund price was recorded, I decided to ignore Monday.

My rationale for departing from the FV system is two fold. I use another system which was giving me strong signals to move away from stocks since Tue, Nov 6th. I also have less confidence in post -/+FV's, especially in short term market reversals like we're experiencing.

Also, just to clarify the reports below. The date is the post FV date (two days after FV), not the date of the FV or FV correction. The percent is the amount this strategy would have gained/lossed you that day in the S fund (for post -/+ FV's) or I fund (for +/- FV's).

09 Nov, -1.34% (-/+FV, S-Fund)
14 Nov, ??????? (-/+FV, S-Fund)
---------------------------------

The following are the 30 day running totals for the post FV strategy. "Total Post FV" includes both post -/+FV and post +/- FV returns while the following sums are for each +/- and -/+ individually.

Total Post FV:+0.36%
Total -/+ FV: -2.33%
Total +/- FV: +2.73%
---------------------------------

The following are the stock fund performances during the same 30-day cycle - for comparison purposes.

Total I-Fund: -2.98%
Total S-Fund: -6.84%
Total C-Fund: -7.10%


I hope that wasn't too confusing. :cheesy: Thanks for the questions.

 

[charmed855]

I re-entered the market Thursday (I-fund) based on the +/-FV cycle that was initiated yesterday. The +/-FV I-fund play has continued to be successful (79% YTD) and has gained 2.57% during the last 30 days while the I-fund has lost 2.92% during the same period. Since we began a -/+FV cycle today, I will be moving to the S-fund for Friday.


30 day post FV return tally
11 Oct, +0.16% (+/-FV, I Fund)
15 Oct, -0.99% (+/-FV, I Fund)
23 Oct, +0.92% (-/+FV, S Fund)
24 Oct, -0.31% (+/-FV, I Fund)
25 Oct, +0.12% (+/-FV, I Fund)
26 Oct, +2.09% (+/-FV, I Fund)
30 Oct, -0.35% (+/-FV, I Fund)
02 Nov, +0.39% (+/-FV, I Fund)
05 Nov, -0.93% (-/+FV, S-Fund)
08 Nov, +0.63% (+/-FV, I-Fund)
09 Nov, -1.34% (-/+FV, S-Fund)
14 Nov, -0.50% (-/+FV, S-Fund)
15 Nov, ??????? (+/-FV, I-Fund)
16 Nov, ??????? (-/+FV, S-Fund)
---------------------------------
Total Post FV:-0.26%
Total -/+ FV: -2.83%
Total +/- FV: +2.57%
---------------------------------
Total I-Fund: -2.92%
Total S-Fund: -6.19%
Total C-Fund: -5.63%

 

[Christopher]

Charmed,

Thank you for the excellent work on I fund FVs!

 

[charmed855]

I took a pretty big hit on the post FV move today. It appears that volatility can cut both ways with this system. I'm going to stick it out another day and follow today's -/+ post FV move into the S fund for Monday. GL and have a good weekend.


30 day post FV (pFV) return tally
23 Oct, +0.92% (-/+pFV, S Fund)
24 Oct, -0.31% (+/-pFV, I Fund)
25 Oct, +0.12% (+/-pFV, I Fund)
26 Oct, +2.09% (+/-pFV, I Fund)
30 Oct, -0.35% (+/-pFV, I Fund)
02 Nov, +0.39% (+/-pFV, I Fund)
05 Nov, -0.93% (-/+pFV, S-Fund)
08 Nov, +0.63% (+/-pFV, I-Fund)
09 Nov, -1.34% (-/+pFV, S-Fund)
14 Nov, -0.50% (-/+pFV, S-Fund)
15 Nov, -1.44% (+/-pFV, I-Fund)
16 Nov, ??????? (-/+pFV, S-Fund)
19 Nov, ??????? (-/+pFV, S-Fund)
------------------------------------
30-day Post FV Returns:-0.71%
30-day -/+ FV Returns: -1.84%
30-day +/- FV Returns: +1.13%
------------------------------------
30-day I-Fund Returns: -3.97%
30 day S-Fund Returns: -6.30%
30-day C-Fund Returns: -6.16%
-------------------------------
Note: The data referenced above represents the results (daily returns) of a theory I am tracking which basically says, go to I-fund two days after a +FV and go S-fund two days after a -FV cycle. As of 15 Nov, there have been 30 +FV's YTD, with 79% having resulted in positive returns (8.73% YTD) on the two day cycle. -FV's have better S-fund returns (29 occurances, 6.68% YTD but only a 53% success rate). The numbers above do not represent daily FV corrections to the Barclay EAFE index. More background can be found here: http://www.tsptalk.com/mb/showthread.php?t=4580