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JTH's Account Talk
- Thread starter JTH
- Start date
JTH
Well-known member
Sunday
Good morning
Once again the S-Fund has the highest gains racking in 14.11% over the past 27 days & 4.87% over the past 11.
Allocation wise, the Top-50 increased their G/F holdings by 7%. Of the Top-5, (as with last week) four are “risk off” with 100% G-Fund. Sitting in 5th place is BHRUNIKH, who recently switched to 50/50 in G/I (locking in some gains) and is nipping at Pickles heels.
For myself, I’m in the G-fund collecting pennies. At our current Double Top it wouldn’t be advisable for me to jump in at these levels so I’ll wait for a lower entry (and accept the risk of getting left behind).
Good morning
Once again the S-Fund has the highest gains racking in 14.11% over the past 27 days & 4.87% over the past 11.
Allocation wise, the Top-50 increased their G/F holdings by 7%. Of the Top-5, (as with last week) four are “risk off” with 100% G-Fund. Sitting in 5th place is BHRUNIKH, who recently switched to 50/50 in G/I (locking in some gains) and is nipping at Pickles heels.
For myself, I’m in the G-fund collecting pennies. At our current Double Top it wouldn’t be advisable for me to jump in at these levels so I’ll wait for a lower entry (and accept the risk of getting left behind).
JTH
Well-known member
Monday
Good morning
On the Day of Week Chart the 27-Day win ratio has sustained 70.4% (a top 5% ranking). Our last 6-Fridays have closed up.
This chart of the yearly historical percentage performance shows 2023 is currently in the upper 33 percentile (when compared with the previous 63-years). Our current 4609.23 Yearly High is just short of the 63-Year average intra-year high of 4614 (impressive).
Our YTD Statistical Range chart shows we are above the average-of-gains. If we had closed the year out on Friday then 2023 would rank as the 17th best of 64 placing us in the top 27%.
Good morning
On the Day of Week Chart the 27-Day win ratio has sustained 70.4% (a top 5% ranking). Our last 6-Fridays have closed up.
This chart of the yearly historical percentage performance shows 2023 is currently in the upper 33 percentile (when compared with the previous 63-years). Our current 4609.23 Yearly High is just short of the 63-Year average intra-year high of 4614 (impressive).
Our YTD Statistical Range chart shows we are above the average-of-gains. If we had closed the year out on Friday then 2023 would rank as the 17th best of 64 placing us in the top 27%.
JTH
Well-known member
Wednesday
Good morning (more methodically slow climbing)
Tech continues to outperform all other sectors on nearly all Moving Averages & Timeframes.
For the S&P 500's Top-50 we look good. In addition to the recently added Top-50 ETF XLG, I’ve added the S&P 500 Equal Weighted Index. These stats aren’t as strong as I had expected (given our current conditions).
Perhaps we've seen some rotation in the background. Here we can see that the Top-50 ETF is weaker than The S&P 500 on the 10/50 Day Moving average and the 5-Day & 1-Month Timeframe. We can also see the Equal Weighted Index has gained strength in those same areas.
The S-Fund Proxy ETF VXF looks stable, 80% is a good reading and although the markets are at yearly highs this ETF still has some room to grow before it reaches a double top. From this perspective (with a score of 80%) I don’t get the sense we are overbought.
Good morning (more methodically slow climbing)
Tech continues to outperform all other sectors on nearly all Moving Averages & Timeframes.
For the S&P 500's Top-50 we look good. In addition to the recently added Top-50 ETF XLG, I’ve added the S&P 500 Equal Weighted Index. These stats aren’t as strong as I had expected (given our current conditions).
Perhaps we've seen some rotation in the background. Here we can see that the Top-50 ETF is weaker than The S&P 500 on the 10/50 Day Moving average and the 5-Day & 1-Month Timeframe. We can also see the Equal Weighted Index has gained strength in those same areas.
The S-Fund Proxy ETF VXF looks stable, 80% is a good reading and although the markets are at yearly highs this ETF still has some room to grow before it reaches a double top. From this perspective (with a score of 80%) I don’t get the sense we are overbought.
JTH
Well-known member
Thursday
Good morning
The October-2022 Linear Regression Channel is now at 295 sessions and has recently pierced Standard Deviation 1 (where 67% of prices are expected to reside). If we were in a descending channel, I might say we are overbought, but within a rising channel perhaps the term “slightly overbought” is more fitting. The next higher level Standard Deviation 2 is where it gets interesting, (as we hit the 95% range) this is the area I might be looking for the exit (on long-term timeframe).
Case in point, let’s take the previous July 2023 High and go back 295 sessions to see where we were at that point in time. On 27-Jul we pierced Std. Dev. 2 on the day of the 295th session, what followed was a -10.92% correction.
Good morning
The October-2022 Linear Regression Channel is now at 295 sessions and has recently pierced Standard Deviation 1 (where 67% of prices are expected to reside). If we were in a descending channel, I might say we are overbought, but within a rising channel perhaps the term “slightly overbought” is more fitting. The next higher level Standard Deviation 2 is where it gets interesting, (as we hit the 95% range) this is the area I might be looking for the exit (on long-term timeframe).
Case in point, let’s take the previous July 2023 High and go back 295 sessions to see where we were at that point in time. On 27-Jul we pierced Std. Dev. 2 on the day of the 295th session, what followed was a -10.92% correction.
JTH
Well-known member
Friday
Good morning (The January Trifecta is statistically impressive)
Early this year I posted the January Trifecta chart which historically is bullish. For 2024 I’ve crunched the numbers using a 21, 42, & 63 Year perspective, next week I’ll post the results.
Next Friday we’ll begin the official Santa Claus Rally, this 63-year 7-day timeframe has a 78% winning ratio.
Trading Day-10 on the MTD tracker closed at 3.32%. On the 21-Year timeframe we have a 91% win ratio where a positive Day-10 finished the month up 10 times for an average 3.16% gain or closed the month down 1 time for a -.10% loss. From 2002, this 2023 Dec Day-10 is the 2nd strongest on record.
On Thursday we closed above SPX 4712. This 3.15% level is the Avg. Intra-High, meaning the average % of all 63 of December's highs. If we were to close December at our current 3.32%, it would rank as the 22nd strongest close across 64 Decembers (a tie with 1965).
FYI: The green box titled “SCR” is the start of the 7-Day Santa Claus Rally beginning on 22-Dec and ending on Jan 3rd.
Good morning (The January Trifecta is statistically impressive)
Early this year I posted the January Trifecta chart which historically is bullish. For 2024 I’ve crunched the numbers using a 21, 42, & 63 Year perspective, next week I’ll post the results.
Next Friday we’ll begin the official Santa Claus Rally, this 63-year 7-day timeframe has a 78% winning ratio.
Trading Day-10 on the MTD tracker closed at 3.32%. On the 21-Year timeframe we have a 91% win ratio where a positive Day-10 finished the month up 10 times for an average 3.16% gain or closed the month down 1 time for a -.10% loss. From 2002, this 2023 Dec Day-10 is the 2nd strongest on record.
On Thursday we closed above SPX 4712. This 3.15% level is the Avg. Intra-High, meaning the average % of all 63 of December's highs. If we were to close December at our current 3.32%, it would rank as the 22nd strongest close across 64 Decembers (a tie with 1965).
FYI: The green box titled “SCR” is the start of the 7-Day Santa Claus Rally beginning on 22-Dec and ending on Jan 3rd.
JTH
Well-known member
Sunday
Good Afternoon
Once again the S-Fund is dominating its competitors gaining 15.78% over the past 27 days & 8.43% over the past 11. Across the board, we have very impressive win ratios for all the funds, and in every case the average-of-all-gains is higher than the average-of-all-losses.
Allocation wise, the Top-50 increased their S-fund holdings by 19%. Of the Top-5, BHRUNIKH pushed +1 into slot 4 and radarvector pierced the Top-5 pushing out Pickles. All 5 have taken on risk, so they aren’t resting on their laurels. Equally impressive, our C-Fund is sitting in slot #22.
Good Afternoon
Once again the S-Fund is dominating its competitors gaining 15.78% over the past 27 days & 8.43% over the past 11. Across the board, we have very impressive win ratios for all the funds, and in every case the average-of-all-gains is higher than the average-of-all-losses.
Allocation wise, the Top-50 increased their S-fund holdings by 19%. Of the Top-5, BHRUNIKH pushed +1 into slot 4 and radarvector pierced the Top-5 pushing out Pickles. All 5 have taken on risk, so they aren’t resting on their laurels. Equally impressive, our C-Fund is sitting in slot #22.
JTH
Well-known member
Last Monday of 2023
Good morning
This is our 45th and final Trading Monday of 2023
Our dear friend (thus far) has earned us a combined 11.56% with a stunning 75% win ratio. Tomorrow’s Tuesday is trading day-13 and over the past 21 December’s has an unusually low 33% win ratio (for whatever reason). But the good news (of all 14 down trading day-13s) 10 of them fell after Tuesday on a Wednesday, Thursday & Friday.
Looking at an 11 & 27 Day Linear Regression channel, we can see the extended caps (lower chart) are stronger (and more overbought) within the channels. For both charts, from the October bottom to our most current highs a 50% retracement would fill in the most recent gaps.
As Tom had alluded to, we did see very high volume on Friday.
Good morning
This is our 45th and final Trading Monday of 2023
Our dear friend (thus far) has earned us a combined 11.56% with a stunning 75% win ratio. Tomorrow’s Tuesday is trading day-13 and over the past 21 December’s has an unusually low 33% win ratio (for whatever reason). But the good news (of all 14 down trading day-13s) 10 of them fell after Tuesday on a Wednesday, Thursday & Friday. Looking at an 11 & 27 Day Linear Regression channel, we can see the extended caps (lower chart) are stronger (and more overbought) within the channels. For both charts, from the October bottom to our most current highs a 50% retracement would fill in the most recent gaps.
As Tom had alluded to, we did see very high volume on Friday.
JTH
Well-known member
The January Trifecta
Good morning
For those who are curious, here's the blog for the The January Trifecta which is well suited for long-term investors.
On Monday we closed 6.84% above the 50-Day Simple Moving Average, this is our highest reading since 1-Dec-2022. Monday’s close ranks as our 103rd best of 5528 sessions (almost 23 years) placing it within the Top 1.86% of closes above the 50 SMA.
Good morning
For those who are curious, here's the blog for the The January Trifecta which is well suited for long-term investors.
On Monday we closed 6.84% above the 50-Day Simple Moving Average, this is our highest reading since 1-Dec-2022. Monday’s close ranks as our 103rd best of 5528 sessions (almost 23 years) placing it within the Top 1.86% of closes above the 50 SMA.
JTH
Well-known member
Winning
Good morning (Everybody gets a car)
The SPDR Sectors are winning with Consumer Discretionary getting a strong bid.
The S&P 500 Top-10 has an equal Weighted Score of 97%.
The Extended Markets are also very strong and a bit more evenly balanced within the Top-50.
Everybody wants a free car, but not everybody wants to pay the taxes...
Good morning (Everybody gets a car)
The SPDR Sectors are winning with Consumer Discretionary getting a strong bid.
The S&P 500 Top-10 has an equal Weighted Score of 97%.
The Extended Markets are also very strong and a bit more evenly balanced within the Top-50.
Everybody wants a free car, but not everybody wants to pay the taxes...
JTH
Well-known member
Wednesday
Good morning
This might imply a stronger December leads to a weaker January. Excluding this data, January has a traditional 57% win ratio.
From 1959, the last day of December closed up 58% of the time. When the last Day of December closed up those 37 times, the 1st Day of January closed up 54% (very-average).
Of the 37 times the last day of December closed up, the Month of January closed up 49% of the time.
December closed the month up > 2.5% 17 times with the following January having a 47% win ratio.
Good morning
This might imply a stronger December leads to a weaker January. Excluding this data, January has a traditional 57% win ratio.
From 1959, the last day of December closed up 58% of the time. When the last Day of December closed up those 37 times, the 1st Day of January closed up 54% (very-average).
Of the 37 times the last day of December closed up, the Month of January closed up 49% of the time.
December closed the month up > 2.5% 17 times with the following January having a 47% win ratio.
JTH
Well-known member
Re: Thursday
Good afternoon
On Thursday the S&P 500 closed at 4746.76 (2 of each digit)
Trading day 15 closed up 3.92% MTD. From the previous 21-Years this is the 2nd strongest on record. Trading day 15 closed up 15 times. From these 15 events, the month closed up 12 times for an average gain of 2.89% or closed down 3 times for an average loss of -.45%
Good afternoon
On Thursday the S&P 500 closed at 4746.76 (2 of each digit)
Trading day 15 closed up 3.92% MTD. From the previous 21-Years this is the 2nd strongest on record. Trading day 15 closed up 15 times. From these 15 events, the month closed up 12 times for an average gain of 2.89% or closed down 3 times for an average loss of -.45%
JTH
Well-known member
Tuesday
Good Afternoon (cruise control on)
All of the funds have great win ratios, and as with our previous readings, the S-Fund is leading in performance with a 12.89% gain over the past 27 sessions.
Allocation wise, little has changed for both the Top-50 & Top-600. It appears our Top-5 want to finish the year strong, all of them are 100% “risk on”.
For the S&P 500 we have an impressive 27-day 70.4% win ratio. On this most recent bull run, a gap-down strategy has been less effective with only 56% of gap-down days closing the day down. On the shorter 11-day timeframe, our last 9 of 11 days have closed up, with the last 5 Thursdays and the last 7 of 8 Fridays having closed up.
Good Afternoon (cruise control on)
All of the funds have great win ratios, and as with our previous readings, the S-Fund is leading in performance with a 12.89% gain over the past 27 sessions.
Allocation wise, little has changed for both the Top-50 & Top-600. It appears our Top-5 want to finish the year strong, all of them are 100% “risk on”.
For the S&P 500 we have an impressive 27-day 70.4% win ratio. On this most recent bull run, a gap-down strategy has been less effective with only 56% of gap-down days closing the day down. On the shorter 11-day timeframe, our last 9 of 11 days have closed up, with the last 5 Thursdays and the last 7 of 8 Fridays having closed up.
JTH
Well-known member
Re: Sunday
Good morning
On our YTD Statistical Range Chart, 5 months closed above the average-of-gains, all months closed above the average, and zero months closed negative on the YTD timeframe.
BLOG: 2024 Stats
Good morning
On our YTD Statistical Range Chart, 5 months closed above the average-of-gains, all months closed above the average, and zero months closed negative on the YTD timeframe.
BLOG: 2024 Stats
JTH
Well-known member
Re: Sunday
Good morning
From 1961-2023, the S&P 500 closed down 17 of 63 times. When the S&P 500 does close the year down, 15 of 17 intra-year lows were in the 2nd half of the year, with 11 of 17 intra-year lows falling within the 4th Quarter.
BLOG: Stats for Q1, 2024 Stats
Good morning
From 1961-2023, the S&P 500 closed down 17 of 63 times. When the S&P 500 does close the year down, 15 of 17 intra-year lows were in the 2nd half of the year, with 11 of 17 intra-year lows falling within the 4th Quarter.
BLOG: Stats for Q1, 2024 Stats
JTH
Well-known member
Re: Sunday
Good morning
Here's an alternate view of the some stats posted in the Monthly blog. This is yearly intra-low data correlated to the yearly close. In an ideal scenario (similar to the Q1 Blog) we want January to go as low as it wants to, then for the following months we’d rather not see the January low get breached. Where it gets critical is in September. If September makes a new yearly low, the yearly win ratios and average returns are weaker.
Example: October gave us 7 yearly lows in a 63 year period, giving us a 14% yearly win ratio. 1 of 7 years closed up with a 2.04% gain. 6 of 7 years closed down for an average -15.36% loss. The total 7 year average was -12.88%.
BLOG: Stats for January, Stats for Q1, 2024 Stats
Good morning
Here's an alternate view of the some stats posted in the Monthly blog. This is yearly intra-low data correlated to the yearly close. In an ideal scenario (similar to the Q1 Blog) we want January to go as low as it wants to, then for the following months we’d rather not see the January low get breached. Where it gets critical is in September. If September makes a new yearly low, the yearly win ratios and average returns are weaker.
Example: October gave us 7 yearly lows in a 63 year period, giving us a 14% yearly win ratio. 1 of 7 years closed up with a 2.04% gain. 6 of 7 years closed down for an average -15.36% loss. The total 7 year average was -12.88%.
BLOG: Stats for January, Stats for Q1, 2024 Stats
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