JTH's Account Talk

[JTH]

It seems like the S fund always drops the fastest and rebounds the slowest of most of the major indices.

S fund should go both ways fast, so to speak...

I agree wit both you, but this has not been a typical year for the small caps, they have under-performed more than usual (this year) as have the Transports.
I would speculate that this is indicative of an overall unhealthy market, but at the end of the day we still need to make money and if the C-Fund is available, then I will begrudgingly take it.

 

[jonfresno]

I agree wit both you, but this has not been a typical year for the small caps, they have under-performed more than usual (this year) as have the Transports.
I would speculate that this is indicative of an overall unhealthy market, but at the end of the day we still need to make money and if the C-Fund is available, then I will begrudgingly take it.

Maybe the last throngs of the bull market where the final moves are more towards the "safety" of large caps? Who knows..

 

[JTH]

It seems like the S fund always drops the fastest and rebounds the slowest of most of the major indices.

Maybe the last throngs of the bull market where the final moves are more towards the "safety" of large caps? Who knows..

Yes, that is the primary concern...

 

[JTH]

For JTH-ESD

IFT EoB Thursday 100S (will be in the S-Fund on Friday)

This system will stay in the S-Fund, and will exit on 8 Dec, into the F-Fund (will be in the F-Fund on Wednesday 9 Dec)

 

[JTH]

Some of you may have noticed the ESD system on the tracker. I did not post all the trades this year, because I was away from the forum, but I did go back and back-test those missing months. It did not perform well this year (worse than its current position on the tracker). I haven’t talked much about it because it’s still in beta, but I'm going to start working on it again because I believe there will eventually be value in the system, It's a matter of finding the right attributes to extrapolate the strongest & most accurate results. Long story short, ESD (Evolving Statistical Data) uses various forms of historical data from the F/C/S funds, using IFT restrictions, and then calculating the best potential outcome.

ESD is currently in the S-Fund. For December, the IFTs are posted below and since it is not always possible to start in the best performing combination of the next month, I've listed the best fund combinations in order of performance. In this example, ideally the system wants to start December off in the S-Fund, but if it can’t (because it ended the previous month in another fund, then it chooses the next best combination).

Currently, Month-to-Date for November, ESD is up 2.29%



Trading the Stats:Week 47

 

[FogSailing]

Thanks JTH. Very informative. Best of luck to you in your work on ESD. Very cool!

FS

 

[JTH]

Thanks JTH. Very informative. Best of luck to you in your work on ESD. Very cool!FS

Thank you, it's a labor of love

 

[DreamboatAnnie]

Some of you may have noticed the ESD system on the tracker. I did not post all the trades this year, because I was away from the forum, but I did go back and back-test those missing months. It did not perform well this year (worse than its current position on the tracker). I haven’t talked much about it because it’s still in beta, but I'm going to start working on it again because I believe there will eventually be value in the system, It's a matter of finding the right attributes to extrapolate the strongest & most accurate results. Long story short, ESD (Evolving Statistical Data) uses various forms of historical data from the F/C/S funds, using IFT restrictions, and then calculating the best potential outcome.

ESD is currently in the S-Fund. For December, the IFTs are posted below and since it is not always possible to start in the best performing combination of the next month, I've listed the best fund combinations in order of performance. In this example, ideally the system wants to start December off in the S-Fund, but if it can’t (because it ended the previous month in another fund, then it chooses the next best combination).

Currently, Month-to-Date for November, ESD is up 2.29%
View attachment 36018


Trading the Stats:Week 47

Hi JTH, Awesome chart! Like that your December beta ESD system accounts for possible equities down week in mid-December. Also figuring in two IFT limit...that is tough to do. Thank you so much...really appreciate all you do and for sharing! Best wishes to you and everyone on invesments!!!!!!! :smile:

 

[PessOptimist]

Thank you JTH. I may have asked this before but am pretty dense about things. A color key would be nice. Thanks for posting all you do post.

PO

 

[JTH]

Hi JTH, Awesome chart! Like that your December beta ESD system accounts for possible equities down week in mid-December. Also figuring in two IFT limit...that is tough to do. Thank you so much...really appreciate all you do and for sharing! Best wishes to you and everyone on invesments!!!!!!! :smile:

Thank you, this particular system (the first time) took a great many hours to build, and there was more than a vew versions of it. Lucky me, after loses all my data, it didn't take as long to rebuild it, since I had learned from the previous mistakes.

 

[JTH]

Thank you JTH. I may have asked this before but am pretty dense about things. A color key would be nice. Thanks for posting all you do post.

PO

No more dense than me, what is a color key?

 

[Frixxxx]

No more dense than me, what is a color key?

I think the request is something that is being misinterpreted on the chart. The colors are assigned to the funds......

 

[FogSailing]

I found the Color Keys I liked the American Flag and the Tiger best.

BTW: This is the kind of thing retired people get to spend their time doing.

View attachment 36068

 

[alevin]

Did you make those with a 3d printer perchance? :nuts:

 

[FogSailing]

All you is a Connexx or Shapeaways, a design, a picture of the key being replicated, and Fusion360 and you're good to go. Easy and fun.

FS

 

[JTH]

I love all of you, you're such a great group of people!

IFT EoB Today from 100C to 100S (My account)

I'm going to follow the stats from my most recent blog, and chase performance in the S-Fund. Below is a price comparison chart of the S&P 500 vs. the Wilshire 4500, with a 20SMA. We can see the most recent price action is favoring the small caps.

 

[jkenjohnson]

I love all of you, you're such a great group of people!

IFT EoB Today from 100C to 100S (My account)

I'm going to follow the stats from my most recent blog, and chase performance in the S-Fund. Below is a price comparison chart of the S&P 500 vs. the Wilshire 4500, with a 20SMA. We can see the most recent price action is favoring the small caps.


View attachment 36073

I got out too soon. Now I'm like a deer in front of headlights - don't know which way to go.

 

[PessOptimist]

I think the request is something that is being misinterpreted on the chart. The colors are assigned to the funds......

PO not see that. PO not brightest tack in box.

PO

 

[JTH]

I got out too soon. Now I'm like a deer in front of headlights - don't know which way to go.

I can't see you on the Auto Tracker, the only thing I can tell you is the same thing I would tell myself. Statistically speaking, this is the best time of the year to be invested and NOT a good window to "time" the markets. This is more of a long-term view, those who have short-term expectations could easily be disappointed if their short-term entry is off by a few days. For myself, I will not beat the markets this year, so at this point it's best I squeeze the lemon...

 

[Frixxxx]

PO not see that. PO not brightest tack in box.

PO

PO only Pawn in life.