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JTH's Account Talk
- Thread starter JTH
- Start date
JTH
Well-known member
Re: Sunday
One thing which has sort of surprised me, there isn't as much drastic movement as I might have expected. After the first month, things settled down a bit, where I haven't really noticed a large swath of folks running in & out of funds. Maybe for every 10 that make an exit, 9 make an entry.
It is the first year I've watched the tracker this closely, I enjoy seeing how others invest their funds.
One thing which has sort of surprised me, there isn't as much drastic movement as I might have expected. After the first month, things settled down a bit, where I haven't really noticed a large swath of folks running in & out of funds. Maybe for every 10 that make an exit, 9 make an entry.
It is the first year I've watched the tracker this closely, I enjoy seeing how others invest their funds.
JTH
Well-known member
Monday
Good morning (Yellow Flag = CPI Report)
The CPI report comes out this Wednesday. It’s not typical for me to track economic conditions, but here I am taking a gander at the release dates of our last 7 CPI reports.
Prior to the report, prices ramped up 5 of 7 times.
Oct report stalled then declined -6.43% across 12 sessions.
Nov report gaped up, closing 1.91%.
Dec report closed .46%, the day after closed 1.37%
Jan -.07%, Feb -1.37%, & Mar 1.12% all were the start of 5-6 session minor pullbacks.
Our last report in Apr closed down -.95% and was part of the larger 16-session -5.91% pullback.
Only 3 of the last 11 sessions closed down. The last 11 sessions which gaped up at the open closed the day up. Our last 3 Monday & Friday closed up.
Good morning (Yellow Flag = CPI Report)
The CPI report comes out this Wednesday. It’s not typical for me to track economic conditions, but here I am taking a gander at the release dates of our last 7 CPI reports.
Prior to the report, prices ramped up 5 of 7 times.
Oct report stalled then declined -6.43% across 12 sessions.
Nov report gaped up, closing 1.91%.
Dec report closed .46%, the day after closed 1.37%
Jan -.07%, Feb -1.37%, & Mar 1.12% all were the start of 5-6 session minor pullbacks.
Our last report in Apr closed down -.95% and was part of the larger 16-session -5.91% pullback.
Only 3 of the last 11 sessions closed down. The last 11 sessions which gaped up at the open closed the day up. Our last 3 Monday & Friday closed up.
JTH
Well-known member
JTH
Well-known member
May Trd Day 11
Here's how the Month of June closed after a Top-10 month of May.
Blog: May-2024 Trading Day 11
Here's how the Month of June closed after a Top-10 month of May.
Blog: May-2024 Trading Day 11
JTH
Well-known member
Trading Day 12 Vs. 13-22
For those of you who still have skin in the game, from May's Top-11 of Trading Day 12, here's how the remainder of the month played out.
Our current May-2024 Trading Day 12 closed 5.19% MTD which would rank as 2nd best compared with the previous 63 years.
Of the Top-11:
11 of 11 times there was a higher close than trading day 12 to be found.
6 Of 11 times, the month's highest close was within the next 3 days (55% chance higher close).
4 of 11 times the highest close was on the last trading day (36% chance higher close).
Of the Top-3 of trading Day 12, all closed highest on the last trading day.
For those of you who still have skin in the game, from May's Top-11 of Trading Day 12, here's how the remainder of the month played out.
Our current May-2024 Trading Day 12 closed 5.19% MTD which would rank as 2nd best compared with the previous 63 years.
Of the Top-11:
11 of 11 times there was a higher close than trading day 12 to be found.
6 Of 11 times, the month's highest close was within the next 3 days (55% chance higher close).
4 of 11 times the highest close was on the last trading day (36% chance higher close).
Of the Top-3 of trading Day 12, all closed highest on the last trading day.
JTH
Well-known member
Sunday
Good morning
Of the CSI Funds, the S-Fund has the highest average-of-gains, but also has the worst average-of-losses, adding to this it currently has the lowest 27-day win ratio, with the lowest average gains at .09%
On the 1-27 day performance scale, we have green skies from day 3 to 27. An interesting observation, on day 5, the CSI funds are partially tied at 1.60%, 1.60%, & 1.62%
Those Top-50 C-Funders are leaving some of us (me included) eating their dust. Our Top-3 have a combined 47 years in the forum, by sharing their IFT positions they are contributing a great service for all, so many thanks to the top performers.
Of note, CrabClaw is the only Top-50’er with an S-Fund allocation.
For myself, it was a decent 19 sessions at 90% C-Fund picking up an extra 3ish%. I’m now 4 sessions into 100G, looking for a re-entry and per usual, it looks as if I’ll need to re-buy back at higher prices if I want to finish the month invested.
By my calculation, the C-Fund has 100% Risk at 11.97% gains, while I have 32% Risk at 3.51% gains. On an equal-risk basis this puts me at 10.96% which means I’m trailing the C-Fund.
What I want is one opportunity, a well-timed IFT during a pullback to get more gains with the least amount of risk possible. Truth-be-told, it’s not likely I’ll catch up to the C-Fund, but at a minimum I might be able to get the same gains-per-risk taken.
Have a great Sunday…Jason
Good morning
Of the CSI Funds, the S-Fund has the highest average-of-gains, but also has the worst average-of-losses, adding to this it currently has the lowest 27-day win ratio, with the lowest average gains at .09%
On the 1-27 day performance scale, we have green skies from day 3 to 27. An interesting observation, on day 5, the CSI funds are partially tied at 1.60%, 1.60%, & 1.62%
Those Top-50 C-Funders are leaving some of us (me included) eating their dust. Our Top-3 have a combined 47 years in the forum, by sharing their IFT positions they are contributing a great service for all, so many thanks to the top performers.
Of note, CrabClaw is the only Top-50’er with an S-Fund allocation.
For myself, it was a decent 19 sessions at 90% C-Fund picking up an extra 3ish%. I’m now 4 sessions into 100G, looking for a re-entry and per usual, it looks as if I’ll need to re-buy back at higher prices if I want to finish the month invested.
By my calculation, the C-Fund has 100% Risk at 11.97% gains, while I have 32% Risk at 3.51% gains. On an equal-risk basis this puts me at 10.96% which means I’m trailing the C-Fund.
What I want is one opportunity, a well-timed IFT during a pullback to get more gains with the least amount of risk possible. Truth-be-told, it’s not likely I’ll catch up to the C-Fund, but at a minimum I might be able to get the same gains-per-risk taken.
Have a great Sunday…Jason
JTH
Well-known member
Monday
From the 2024 Stats Blog: Above the January 2022 high of 4818.62 we are entering uncharted territory. With having only historical support to use as a reference, I'll speculate we are in the process of a measured move up (using the Covid-low to the Jan 2022 high as a frame of reference). For entertainment, if I were to give an estimate for 2024:
The intra-high will range from 12.57% to 23.44%
The close will range from 4.43% to 9.54%
The Intra-low will range from -3.21% to -10.93%
From Friday’s close we are 1.23% away from entering this intra-high range.
An opening gap Up or Down continues to be a fairly reliable indication of the session's closing direction. Tue-Fri have the same 54.5% win ratio, with Wed & Thur as the most profitable. Our last 4 Friday sessions have closed up.
From the 2024 Stats Blog: Above the January 2022 high of 4818.62 we are entering uncharted territory. With having only historical support to use as a reference, I'll speculate we are in the process of a measured move up (using the Covid-low to the Jan 2022 high as a frame of reference). For entertainment, if I were to give an estimate for 2024:
The intra-high will range from 12.57% to 23.44%
The close will range from 4.43% to 9.54%
The Intra-low will range from -3.21% to -10.93%
From Friday’s close we are 1.23% away from entering this intra-high range.
An opening gap Up or Down continues to be a fairly reliable indication of the session's closing direction. Tue-Fri have the same 54.5% win ratio, with Wed & Thur as the most profitable. Our last 4 Friday sessions have closed up.
JTH
Well-known member
Thursday
Futures are up, it’s possible today’s opening gap will break through the recent consolidation. My interest is, will we close above this consolidation, and (if so) will we confirm with Friday’s close. This scenario leads us into a 3-day weekend where the markets are at all-time-highs.
Our last 5 sessions have an intra-day range of .77%
Our last 6 Sessions have closed within a .48% range of each other.
While we are in the upper 3rd of the 63-Day Linear Channel, we are not in an extreme condition.
There is more than enough room for prices to continue to rise above the 50/200 day moving averages.
Futures are up, it’s possible today’s opening gap will break through the recent consolidation. My interest is, will we close above this consolidation, and (if so) will we confirm with Friday’s close. This scenario leads us into a 3-day weekend where the markets are at all-time-highs.
Our last 5 sessions have an intra-day range of .77%
Our last 6 Sessions have closed within a .48% range of each other.
While we are in the upper 3rd of the 63-Day Linear Channel, we are not in an extreme condition.
There is more than enough room for prices to continue to rise above the 50/200 day moving averages.
JTH
Well-known member
Re: Sunday
I never like it when the market's stiff-arm a strong statistical correlation (although the day is not done).
According to the past 100 sessions with a .50% (or greater) gap up, today should have a 84% chance of closing up.
My general opinion is that if the session closes down, then it's a strong indication of a reversal day. Here's the last 5 events where SPX closed the session down after a .50% gap up. I would very much like today to close positive...
Red Flag = .50% (or greater) gap up finishing with a negative session.
I never like it when the market's stiff-arm a strong statistical correlation (although the day is not done).
According to the past 100 sessions with a .50% (or greater) gap up, today should have a 84% chance of closing up.
My general opinion is that if the session closes down, then it's a strong indication of a reversal day. Here's the last 5 events where SPX closed the session down after a .50% gap up. I would very much like today to close positive...
Red Flag = .50% (or greater) gap up finishing with a negative session.
JTH
Well-known member
Friday
So we had an outside reversal day (to the downside) or a b
arish engulfing candle.
Thursday could be simple profit taking prior to the 3-day weekend, so I’d like to see how the month closes out. After all, we do have 4 sessions on the other side of this holiday.
Yesterday's Trading Day-17 MTD closed 4.61% the 3rd best since 1961. We are still on track for a Top-10 Month of May, but what did that mean as we entered June?
Of the Top-10 Months of May, the next June had an 80% win ratio.
Of the Top-21 Months of May, the next June had a 62% win ratio.
Of the 38 Months of all Positive Mays, the next June had a 58% win ratio.
So we had an outside reversal day (to the downside) or a b
arish engulfing candle. Thursday could be simple profit taking prior to the 3-day weekend, so I’d like to see how the month closes out. After all, we do have 4 sessions on the other side of this holiday.
Yesterday's Trading Day-17 MTD closed 4.61% the 3rd best since 1961. We are still on track for a Top-10 Month of May, but what did that mean as we entered June?
Of the Top-10 Months of May, the next June had an 80% win ratio.
Of the Top-21 Months of May, the next June had a 62% win ratio.
Of the 38 Months of all Positive Mays, the next June had a 58% win ratio.
JTH
Well-known member
Re: Friday
Yea I hope so, it's already been a pretty darn good year, we still have plenty of time to hit 13-25%
Yea I hope so, it's already been a pretty darn good year, we still have plenty of time to hit 13-25%
JTH
Well-known member
Sunday
Good afternoon
Similar to last week: Of the CSI Funds, the S-Fund has the highest average-of-gains, but also has the worst average-of-losses, adding to this it currently has the lowest 27-day win ratio, but the average gains are inline with the other 2 funds.
On the 1-27 day performance scale, the C-Fund had the smallest losses for the days highlighted in red.
Our Top-300 are 61% allocated to the C-Fund while the Bottom-300 are 47% allocated to the S-Fund.
For myself, I’m back in the C-Fund. Per the usual theme this year, I lost a 1.97% edge to the C-Fund during the 8 sessions I was in the G-Fund.
Have a great Memorial Weekend…Jason
Good afternoon
Similar to last week: Of the CSI Funds, the S-Fund has the highest average-of-gains, but also has the worst average-of-losses, adding to this it currently has the lowest 27-day win ratio, but the average gains are inline with the other 2 funds.
On the 1-27 day performance scale, the C-Fund had the smallest losses for the days highlighted in red.
Our Top-300 are 61% allocated to the C-Fund while the Bottom-300 are 47% allocated to the S-Fund.
For myself, I’m back in the C-Fund. Per the usual theme this year, I lost a 1.97% edge to the C-Fund during the 8 sessions I was in the G-Fund.
Have a great Memorial Weekend…Jason
JTH
Well-known member
Re: Trading Day 12 Vs. 13-22
Minor observation
While last weeks bearish outside day startled the markets, the weekly chart tells a different story.
Here we have 4 weeks of higher highs with 5 weeks of higher lows.
In the meantime the 52-week linear regression channel shows we aren't that far above the fair value center-line.
Minor observation
While last weeks bearish outside day startled the markets, the weekly chart tells a different story.
Here we have 4 weeks of higher highs with 5 weeks of higher lows.
In the meantime the 52-week linear regression channel shows we aren't that far above the fair value center-line.
JTH
Well-known member
Tuesday
On the 11-session scale a gap up has gained 2.95% while a gap down has lost -5.08%. Mon/Wed/Thur have below average win ratios, with Thursday as the largest loser. Our last 3 Tuesday & 5 Friday closed up.
On the 27-session scale it’s somewhat reversed that of the 11-session timeframe. Thursday has been the largest gainer with Tuesday as the largest loser.
On the 11-session scale a gap up has gained 2.95% while a gap down has lost -5.08%. Mon/Wed/Thur have below average win ratios, with Thursday as the largest loser. Our last 3 Tuesday & 5 Friday closed up.
On the 27-session scale it’s somewhat reversed that of the 11-session timeframe. Thursday has been the largest gainer with Tuesday as the largest loser.
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