MrJohnRoss' Account Talk

OH MY! I think I've stumbled across a great new timing indicator! I will be doing some back testing, along with some performance calculations, but this could be a nice little supplement to my Timing System. I'll let you know what I find out in the coming days...

*Excited!*

:laugh:

Looking forward to your input, thank you.
 
Has anyone else notice the BDI (Baltic Dry Index) going off a cliff???
sentimentrader.com had a chart yesterday showing that a 2-year low in the Baltic had only a minor negative influence going out 1 to 3 months, but 6 months to a year out, the S&P outperformed a random times.

- 1 month up 55% vs. 62% random
- 3 months up 55% vs. 67% random
6, 9, and 12 months later it was up 75%, 80%, 85% vs. 70%, 75%, 76% random respectively.
 
sentimentrader.com had a chart yesterday showing that a 2-year low in the Baltic had only a minor negative influence going out 1 to 3 months, but 6 months to a year out, the S&P outperformed a random times.

- 1 month up 55% vs. 62% random
- 3 months up 55% vs. 67% random
6, 9, and 12 months later it was up 75%, 80%, 85% vs. 70%, 75%, 76% random respectively.

I love statistics. Thanks for sharing Tom!
 
I have tracked the BDI for years. At times it is a great indicator of market direction. At other times, it becomes a contrarian indicator. This presents quite a conundrum for trying to use it as a trading indicator. You said your trading system was up 82.5% since 2007, of course that was before you started an account on the autotracker, so I'm not sure why you would want to change it anyway? I've learned that trying to fix something that isn't broken can be a bad thing.
 
I have tracked the BDI for years. At times it is a great indicator of market direction. At other times, it becomes a contrarian indicator. This presents quite a conundrum for trying to use it as a trading indicator. You said your trading system was up 82.5% since 2007, of course that was before you started an account on the autotracker, so I'm not sure why you would want to change it anyway? I've learned that trying to fix something that isn't broken can be a bad thing.

Thanks for the response IT. I don't use the BDI for timing purposes, just thought it was interesting that it was going over a cliff. It's something to keep your eye on, like the $VIX, $USD or $Copper. It's an interesting macro indicator, and one that is clearly in a nosedive.
 
OK, at the risk of sounding stupid...

I've been a member here on TSPTalk for about 3 months. I've yet to find an explanation for the number of green bars under my name. Noticed it recently switched from two to three. Number of posts? (50, 100, 150, etc.?) Number of months I've been a member? Or do I have to earn 'em? Heheheh...

Thanks in advance,

JR :)
 
OK, at the risk of sounding stupid...

I've been a member here on TSPTalk for about 3 months. I've yet to find an explanation for the number of green bars under my name. Noticed it recently switched from two to three. Number of posts? (50, 100, 150, etc.?) Number of months I've been a member? Or do I have to earn 'em? Heheheh...

Thanks in advance,

JR :)

Reputation when they click on the icon to the bottom left of the post.
Go to your control panel to read the reps left for you.
http://www.tsptalk.com/mb/usercp.php
 
Another reason why I like the S Fund:

I read this little factoid today...

"If the Dow had kept pace with the Russell 2000 off the March 2009 low, it would be more than 2,000 points higher today."

:laugh:
 
Watching the chart of the S Fund vs I Fund performance. Since Jan 13, I Fund is outperforming, but is still within the uptrending S Fund channel. This is one chart to watch...

S vs I.png

JR
 
RMI,

You're looking at the RELATIVE performance of the S Fund vs. the I Fund. When the line heads higher, the S Fund is performing better than the I Fund, and vice versa.

The S Fund has clearly outperformed the I fund since Oct 1.

There have been brief periods during this time when the I Fund has rallied to outperform the S Fund. See the downtrendiing red line from 27 Dec to 3 Jan, and 13 Jan to today.

The S Fund has still outperformed I since Oct 1, but we need to keep an eye on this to see if there is a change of leadership.

Hope that helps!
 
Back
Top