JTH's Account Talk

[JTH]

The last 13 of Tuesday have the best win ratio at 69% and best cumulative gains at 2.57%
The last 14 of Friday stink, with a 43% win ratio and -1.21% cumulative losses.
Last 5 Tuesday & last 4 Thursdays close up, last 4 Friday closed down.

For the 13-Week View: S&P 500: Week-7​

And if you're looking: Where to find the Monthly Low?​

 

[JTH]

Good morning

Here's the daily performance surrounding the last 13 Options Expiration.
It's interesting that Thursday has an usually low 31% win ratio, but the last 2 Friday that followed were +1% gainers.
Last January's OptX saw a 5-Day gain of 4.17% where Day +2 was also the January Top (our current YTD High).

 

[JTH]

Good morning

I was fully prepared for an end of day selloff, but that didn't happen. Here's a 5-minute chart showing that in the last 10 minutes of the session, buyers stepped in. At 470.33 Mil, this was the strongest 10-minute volume since the 25-Jan Low (which was 713.1 Mil).

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Although the index closed Tuesday positive .24%, 7 of the Top-10 closed the session down.

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On the weighted scale, we can see that .23% from the Mid-90 did the heavy lifting, while The Top-10 & Bott-403 canceled each other out.

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8 of 11 sector ETFs closed positive.

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It's a short Week-8, but it's off to a good start. WTD, the Bulls are outpacing the Bears with 43 new 13-Week Highs weighted at 9.24% of the index.

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The S&P 500 made a new 13-Week High, this resets the left side of the chart. If the Index does not go higher, (but the internal holdings do) this is where you'll see this data reflected.

In the meantime, for the right side of the chart, we have 154 holdings weighted at 30.9% of the index, which are > 10% above the date of the Index's 13-Week-Low.



Lastly, we have a fresh set of new highs on the 1/3/6/13/26/52 Week Time-frames.



Have a great week... Jason

 

[tsptalk]

Good morning

I was fully prepared for an end of day selloff, but that didn't happen. Here's a 5-minute chart showing that in the last 10 minutes of the session, buyers stepped in. At 470.33 Mil, this was the strongest 10-minute volume since the 25-Jan Low (which was 713.1 Mil).

I think "they" wanted that new closing high yesterday.

 

[JTH]

Cheers

BLOG: Maximum Draw-Down

 

[JTH]

IFT EoB today from 100G to 100C

Looks like today the Mid-90 are down twice that of the Top-10 & Bott-403

 

[WorkFE]

IFT EoB today from 100G to 100C

Looks like today the Mid-90 are down twice that of the Top-10 & Bott-403

I was too afraid.

 

[JTH]

Here's what might be important to consider.

1. January closed positive
2. The February High is higher than the January High
3. The February Low is higher than the January Low

Under those criteria, from the previous 63-Years, this has happened 30 of 63 times.
The result for February was an 80% win ratio with an average gain of 2.90% Vs. a 20% lose ratio with an average loss of -2.34%

But wait! It gets better... Of the 5 times where criteria 1/2/3 were met, but February closed the month down, all 5 years closed positive for an average gain of 16.34%

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So now we ask the question, what are the results of what happens when the first 3 criteria are met, + February closed higher than January.
This has happened 24 of 63 years where...

1. January closed positive
2. The February High is higher than the January High
3. The February Low is higher than the January Low
4. February closed higher than January

For the following 10 months the monthly win ratios were higher 9 of 10 months (Aug was slightly lower).
Interestingly, the average gains were only higher on 4 of 10 months, but the yearly win ratio and average yearly gains are higher.