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JTH's Account Talk
- Thread starter JTH
- Start date
JTH
Well-known member
Sunday
Per usual, the C-Fund is killing it this year with a 27-Session 63% win ratio and the best average gains of all funds.
We have a sea of red on the S & I Funds.
At its worst, the S-Fund has lost -4.59% over the past 21 sessions.
At its worst, the I-Fund has lost -3.12% over the past 6 sessions.
From the Top 600
The Top 300 are 67% allocated to the C-Fund Vs. The bottom 300 are 68% allocated to the G-Fund. There’s a herd of Buy & Hold S-Funders ranking from 637-724. This group needs about .50% to push the G-Funders out of the way.
For myself, there was a quick 2-day trip in the G-Fund and now back in the C-Fund.
I made a play for the coffee cup, (it wasn’t a huge statistical edge), but I took it, and it ended up going against me. On the monthly scale I lost .20% to those pesky C-Funders. But there are always opportunities to be had, so I’ll look elsewhere.
Per usual, the C-Fund is killing it this year with a 27-Session 63% win ratio and the best average gains of all funds.
We have a sea of red on the S & I Funds.
At its worst, the S-Fund has lost -4.59% over the past 21 sessions.
At its worst, the I-Fund has lost -3.12% over the past 6 sessions.
From the Top 600
The Top 300 are 67% allocated to the C-Fund Vs. The bottom 300 are 68% allocated to the G-Fund. There’s a herd of Buy & Hold S-Funders ranking from 637-724. This group needs about .50% to push the G-Funders out of the way.
For myself, there was a quick 2-day trip in the G-Fund and now back in the C-Fund.
I made a play for the coffee cup, (it wasn’t a huge statistical edge), but I took it, and it ended up going against me. On the monthly scale I lost .20% to those pesky C-Funders. But there are always opportunities to be had, so I’ll look elsewhere.
JTH
Well-known member
Monday
Blog: The Best 252 Sessions
Column C: As of late, an opening gap down has been less reliable, only closing down 55% of the time. Long-term when the index gaps down, we close down 71% of the time.
Column E: Our last 6 Tuesdays have closed up and we have a 73% win ratio.
Blog: The Best 252 Sessions
Column C: As of late, an opening gap down has been less reliable, only closing down 55% of the time. Long-term when the index gaps down, we close down 71% of the time.
Column E: Our last 6 Tuesdays have closed up and we have a 73% win ratio.
JTH
Well-known member
Yet another 52-Week High
Are we getting toppy yet?
I was curious how the S&P 500's current 52-week high & low range compared with previous weeks.
From 1961:
Last week our 52-week high & low range was 32.74% which ranks 1052 of 3311 (ranking in the upper 32 percentile)
Last week our 26-week high & low range was 16.01% which ranks 1557 of 3311 (ranking in the upper 47 percentile)
Last week our 13-week high & low range was 9.97% which ranks 1988 of 3311 (ranking in the 60 percentile)
Are we getting toppy yet?
I was curious how the S&P 500's current 52-week high & low range compared with previous weeks.
From 1961:
Last week our 52-week high & low range was 32.74% which ranks 1052 of 3311 (ranking in the upper 32 percentile)
Last week our 26-week high & low range was 16.01% which ranks 1557 of 3311 (ranking in the upper 47 percentile)
Last week our 13-week high & low range was 9.97% which ranks 1988 of 3311 (ranking in the 60 percentile)
JTH
Well-known member
Tuesday
Monday was a great start to the week, all 4 of the major Indexes closed in the green.
The S&P 500's Top 10 had a 90% win ratio and even the Mid-90 & Bottom-403 pulled a 70% win ratio.
Since we've only had the Juneteenth stock market closure going back to 2022, it will be interesting to see how a middle-day holiday plays out (over time).
Monday was a great start to the week, all 4 of the major Indexes closed in the green.
The S&P 500's Top 10 had a 90% win ratio and even the Mid-90 & Bottom-403 pulled a 70% win ratio.
Since we've only had the Juneteenth stock market closure going back to 2022, it will be interesting to see how a middle-day holiday plays out (over time).
JTH
Well-known member
Thursday
Gains are locked in for the month, (not that I wouldn’t want more), but 3.86% MTD is respectable.
At 7.01% YTD I’ve put risk-on in the CSI Funds 40% of the time. Compared with the C-Fund. 15.81% YTD at 40% is 6.32% so (by this measure) I’m doing well.
In the meantime, June is doing well, I have no data to justify calling a top, so we will go up until we don’t.
At this stage of the MTD chart, I expect the peak to fall somewhere between trading day 12 to 16.
Gains are locked in for the month, (not that I wouldn’t want more), but 3.86% MTD is respectable.
At 7.01% YTD I’ve put risk-on in the CSI Funds 40% of the time. Compared with the C-Fund. 15.81% YTD at 40% is 6.32% so (by this measure) I’m doing well.
In the meantime, June is doing well, I have no data to justify calling a top, so we will go up until we don’t.
At this stage of the MTD chart, I expect the peak to fall somewhere between trading day 12 to 16.
JTH
Well-known member
Friday
Some highlights from Thursday’s price action.
Both the S&P 500 & NASDAQ 100 gaped up at the open, but closed the session down.
Here's an Index breakdown of a gap reversal day.
Within the yellow box: From all 503 holdings, 52% closed in the opposite direction of their opening gap.
Of the 34% of positive gaps, only 20% closed the session positive.
Of the 63% of negative gaps, 28% closed the session down.
Red Box: 39% of 503 holdings are positive MTD.
Green Box: The Top-100 are mostly above their 10/20/50/200 day moving averages.
Some highlights from Thursday’s price action.
Both the S&P 500 & NASDAQ 100 gaped up at the open, but closed the session down.
Here's an Index breakdown of a gap reversal day.
Within the yellow box: From all 503 holdings, 52% closed in the opposite direction of their opening gap.
Of the 34% of positive gaps, only 20% closed the session positive.
Of the 63% of negative gaps, 28% closed the session down.
Red Box: 39% of 503 holdings are positive MTD.
Green Box: The Top-100 are mostly above their 10/20/50/200 day moving averages.
JTH
Well-known member
Re: Sunday
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% "
This measured move up ends in August, but charts are almost never perfectly symmetrical.
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% "
This measured move up ends in August, but charts are almost never perfectly symmetrical.
JTH
Well-known member
Sunday
Good Sunday
The C-Fund continues to reign supreme with a 63% win ratio and .18% average daily gains.
Across these past 3 sessions, the F-Fund had the most gains at .21%
From the Top-600:
The Top-300’s allocations are relatively unchanged.
The Bottom-300 saw a 36% reduction in the G-Fund which mostly moved into the S-Fund.
Good Sunday
The C-Fund continues to reign supreme with a 63% win ratio and .18% average daily gains.
Across these past 3 sessions, the F-Fund had the most gains at .21%
From the Top-600:
The Top-300’s allocations are relatively unchanged.
The Bottom-300 saw a 36% reduction in the G-Fund which mostly moved into the S-Fund.
JTH
Well-known member
Monday
45 Sessions ago was the April Low. It was also the last time we closed down more than 2 consecutive sessions. Today we get our 5th test for a 3rd day down.
__ A -5% pullback is a 50% retracement of the Apr-low
__ A -10% correction is the Apr-low
Excluding this last Friday’s Options Ex: 6 of 7 Options Ex have closed higher than the previous Options Ex.
An an Open Gap Down combined with closing the session down is at 64%. This may seem like a strong stat, but across 252 sessions this stat runs at 71%
__ Our last 7 Tuesday sessions have closed positive. This is the longest Tuesday win streak since 28-Aug-2018 at 8 sessions.
__ Our last 4 Friday sessions have closed down, but the losses have been small.
45 Sessions ago was the April Low. It was also the last time we closed down more than 2 consecutive sessions. Today we get our 5th test for a 3rd day down.
__ A -5% pullback is a 50% retracement of the Apr-low
__ A -10% correction is the Apr-low
Excluding this last Friday’s Options Ex: 6 of 7 Options Ex have closed higher than the previous Options Ex.
An an Open Gap Down combined with closing the session down is at 64%. This may seem like a strong stat, but across 252 sessions this stat runs at 71%
__ Our last 7 Tuesday sessions have closed positive. This is the longest Tuesday win streak since 28-Aug-2018 at 8 sessions.
__ Our last 4 Friday sessions have closed down, but the losses have been small.
JTH
Well-known member
Tuesday
A brief look at the Top-10, which is weighted at 36% of the S&P 500.
Nvidia lost -6.68% (losing a weighted -.45% for the index) with the Top-10 losing -.55% overall. Half of the Top-10 closed under the 10-Day moving average with Nvidia being the first to close below the 20 day MA.
While the Index did close down -.31% our Mid-90 & Bottom-403 had a decent day.
62% of the Mid-90 finished positive, with an overall gain of .10%
73% of the Bottom-403 finished positive, with an overall gain of .14%
A brief look at the Top-10, which is weighted at 36% of the S&P 500.
Nvidia lost -6.68% (losing a weighted -.45% for the index) with the Top-10 losing -.55% overall. Half of the Top-10 closed under the 10-Day moving average with Nvidia being the first to close below the 20 day MA.
While the Index did close down -.31% our Mid-90 & Bottom-403 had a decent day.
62% of the Mid-90 finished positive, with an overall gain of .10%
73% of the Bottom-403 finished positive, with an overall gain of .14%
JTH
Well-known member
Re: Tuesday
Yes, (I see it this way too) and it slightly annoys me, to think it should be listed as #4 and weighted at 4.22%. The other thing that chaps my hide is Google makes up 23% of XLC's Communication Services Sector. Both Meta and Google make up 45% of this sector (from 23 holdings). There's just not enough diversity in this ETF, everything else is weighted at < 5%.
Yes, (I see it this way too) and it slightly annoys me, to think it should be listed as #4 and weighted at 4.22%. The other thing that chaps my hide is Google makes up 23% of XLC's Communication Services Sector. Both Meta and Google make up 45% of this sector (from 23 holdings). There's just not enough diversity in this ETF, everything else is weighted at < 5%.
JTH
Well-known member
Re: Tuesday
Interesting dynamic (opposite of yesterday).
Eight of the Top-10 are pulling the index up, everything else appears to be pulling the index down.
Nividia is up 3.78% but with Monday’s loss of -6.68% (and a 3-day loss of -16.14%) this could prove to be nothing more than a dead-cat-style bounce.
80% of the Top-10 are positive on the session, with 5 greater than 1%.
41% of the Mid-90 are positive on the session.
19% of the Bottom-403 are positive on the session.
Interesting dynamic (opposite of yesterday).
Eight of the Top-10 are pulling the index up, everything else appears to be pulling the index down.
Nividia is up 3.78% but with Monday’s loss of -6.68% (and a 3-day loss of -16.14%) this could prove to be nothing more than a dead-cat-style bounce.
80% of the Top-10 are positive on the session, with 5 greater than 1%.
41% of the Mid-90 are positive on the session.
19% of the Bottom-403 are positive on the session.
JTH
Well-known member
Wednesday
The S-Fund is up 2.25% YTD, while IWM’s Russell 2000 ETF is down -.07% YTD.
IWM has 1900+ holdings, but we only need to track its Top-500 to get a market weighted 70% of this index ETF. There is a common theme here and it’s the same theme running alongside the S&P 500. The lower the weight, the lower the performance. In every category of timeframes & moving averages shown, from the Top-100, to the Mid-150, to the Bottom-250 (of 500), performance gets progressively worse from top to bottom. As an example:
73% of the Top-100 are positive YTD
49% of the Mid-250 are positive YTD
22% of the Bottom-250 are positive YTD
The same theme is also shown on the S&P 500, the key difference, it has a lot less red than IWM, and it also represents the entire index.
The S-Fund is up 2.25% YTD, while IWM’s Russell 2000 ETF is down -.07% YTD.
IWM has 1900+ holdings, but we only need to track its Top-500 to get a market weighted 70% of this index ETF. There is a common theme here and it’s the same theme running alongside the S&P 500. The lower the weight, the lower the performance. In every category of timeframes & moving averages shown, from the Top-100, to the Mid-150, to the Bottom-250 (of 500), performance gets progressively worse from top to bottom. As an example:
73% of the Top-100 are positive YTD
49% of the Mid-250 are positive YTD
22% of the Bottom-250 are positive YTD
The same theme is also shown on the S&P 500, the key difference, it has a lot less red than IWM, and it also represents the entire index.
JTH
Well-known member
Sunday
Good Sunday
This week the F-Fund has the best win ratio, but the C-Fund continues to provide the best gains.
Across these past 10 sessions, the S-Fund has put in the best performance, but for sessions 11-27 it’s the C-Fund.
Of the Top-600, (in regards to allocations) there was little change. For MTD performance, the Bottom-300 averaged just 15% of what the Top-300 averaged.
Currently 100G. For the Month of June, 12 sessions were in the C-Fund with 7 in the G-Fund, earning 4.02% for the month.
Good Sunday
This week the F-Fund has the best win ratio, but the C-Fund continues to provide the best gains.
Across these past 10 sessions, the S-Fund has put in the best performance, but for sessions 11-27 it’s the C-Fund.
Of the Top-600, (in regards to allocations) there was little change. For MTD performance, the Bottom-300 averaged just 15% of what the Top-300 averaged.
Currently 100G. For the Month of June, 12 sessions were in the C-Fund with 7 in the G-Fund, earning 4.02% for the month.
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