S-fund Challenge! Guesses

[userque]

Re: S-fund Challenge!

Thanks, one of the things I forgot to mention, sometimes there are a huge days say +/- more than 5%. I dislike these events, they skew the average returns and if aren't taken into account, they can lead to false impressions, this is why I add Top & Bottom 3 stats.

Yeah, I noticed you do that. Helps to keep things in proper perspective, imo. I, like many others, do appreciate your diligence!

Do you think Intrepid will let you get back into the competition?

 

[JTH]

Re: S-fund Challenge!

Yeah, I noticed you do that. Helps to keep things in proper perspective, imo. I, like many others, do appreciate your diligence!

Do you think Intrepid will let you get back into the competition?

Is there a competition, perhaps I wasn't invited.

For me, getting tracked by the Auto tracker is just fine. There are some great systems out there but I think the money management portion is the the most important and overlooked part. You may notice that when we get deep into these pullbacks, some folks start to second guess themselves, that's just torturous to watch...

 

[userque]

Re: S-fund Challenge!

Is there a competition, perhaps I wasn't invited.

For me, getting tracked by the Auto tracker is just fine. There are some great systems out there but I think the money management portion is the the most important and overlooked part. You may notice that when we get deep into these pullbacks, some folks start to second guess themselves, that's just torturous to watch...

Invited???! You were there in the beginning. But, I understand.

Money management is key. No Limit Hold'em will teach us that.

Yeah, it's sad...but we've got a job to do! Help others as best you can, but keep it moving. Sometimes, experience and pain is the only successful teacher. It's part of the process. Animal kingdom type of stuff.

 

[userque]

Re: S-fund Challenge!



Updated chart to use ANNUALIZED RATE OF RETURN and with final predictions.

 

[userque]

Re: S-fund Challenge!

4-16-14 Closing value changed slightly to 988.69. The next Tally Sheet, including the trader's stats, will properly reflect that change.

 

[ebbnflow]

Re: S-fund Challenge!

I'd watch out for this zzzgator guy. He might be one of those silent ninja assassins! :suspicious:

It has come to my attention that zzzgator has requested to be taken out of the S-fund tracker. Reason: Didnt know he was being tracked and that he can't post his guesses everyday.

Folks, you don't need to post daily. No guess means you'll be in cash. If you ever had a hunch on what the market will do the next day -- up or down -- then the tracker will let you know how good those hunches are over time.

 

[RealMoneyIssues]

Re: S-fund Challenge!

up... maybe... but I won't have time later to guess so up it is...

 

[ebbnflow]

4/21/14 down (pattern 2/grn-grn-red, S 51.7%).

 

[RealMoneyIssues]

up... I guess (literally)

 

[ebbnflow]

Re: S-fund Challenge!

Unofficial: C +1.05%; S +1.26%; I +1.21%.

Good thing pattern 7/red-grn-grn flipped from short to cash a couple days ago. Otherwise, the system would have incurred a big loss today in the S-fund. That's why I call the patterns dynamic -- it can change and adjust to market conditions.

Short Patterns (S-fund): 2/grn-grn-red (51.7%); 8/red-grn-red (52.4%).
Cash Patterns (S-fund): 4/grn-red-grn (53.8%); 6/red-red-grn (54.1%); 7/red-grn-grn (53.4%).
Long Patterns (S-fund): 1/grn-grn-grn (55.6%); 3/grn-red-red (56.7%); 5/red-red-red (60.1%).

S&P 500: 54.9% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 54.9%; long > 54.9%.
Accuracy: 6/8 (75%).

Thursday: Pattern 3/grn-red-red. Win Percentage (CSI 56.3%): C 57.0%, S 56.7%, I 55.2%.
Forecast: long C-fund; long S-fund; long I-fund.

Caution: Pattern 3 performed the worst amongst bullish red patterns during the bear market crash of 2008 (see yearly ebbtally chart). I don't know if we're about to enter one, but this pattern would be one of the indicators I'd watch.

No emotions involved in following the signals. Let the chips fall where they may!

Unofficial: C +0.14%; S +0.39%; I +0.48%.

Short Patterns (S-fund): 2/grn-grn-red (51.7%); 8/red-grn-red (52.4%).
Cash Patterns (S-fund): 4/grn-red-grn (53.8%); 6/red-red-grn (54.1%); 7/red-grn-grn (53.4%).
Long Patterns (S-fund): 1/grn-grn-grn (55.6%); 3/grn-red-red (56.9%); 5/red-red-red (60.1%).

S&P 500: 55.0% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.0%; long > 55.0%.
Accuracy: 7/9 (78%).

Monday: Pattern 2/grn-grn-red. Win Percentage (CSI 53.3%): C 54.9, S 51.7%, I 53.2%.
Forecast: cash C-fund; short S-fund; cash I-fund.

 

[userque]

up for 4-21-14

 

[userque]

Re: S-fund Challenge!


S-Fund Challenge Results for 4-17-14

 

[userque]

up for 4-21-14

Oops, make that down for 4-21-14, target: 991.80

 

[ebbnflow]

Userque, I saw in the April 15 spreadsheet chart, my short guesses at 3/8, but then in today's chart I see 3/7. The shorts should be 3/8. I don't know if that affected the $1040, so you may want to check that also.

If that's the case then the accuracy of my new strategy (short <= 53%; cash > 53% and <= 55%; long > 55%) would be at 7/10 and not 7/9.

 

[userque]

Userque, I saw in the April 15 spreadsheet chart, my short guesses at 3/8, but then in today's chart I see 3/7. The shorts should be 3/8. I don't know if that affected the $1040, so you may want to check that also.

If that's the case then the accuracy of my new strategy (short <= 53%; cash > 53% and <= 55%; long > 55%) would be at 7/10 and not 7/9.

Let me know what needs fix'n

 

[ebbnflow]

My sincere apologies, Cactus! No worries, we have state-of-the-art video cameras installed everywhere (let's go to the replay). Upon further review, the ruling on the field is overturned. No penalty would be assessed on your behalf.

Only one player has withdrawn from the challenge, so far. Anyone wishing to have his or her name removed from the contest can do so at any time.

Tally update (Monday/Mar. 31, 2014):

EbbCharts (2/3). WP: 67%. Guess: down. Long (0/0). Short (2/3).
Cactus (1/2). WP: 50%. Guess: down. Long (0/0). Short (1/2).
S-fund (1/3). WP: 33%. Guess: up. Long (1/3). Short (0/0).
userque (0/0). WP: 0%. Guess: up. Long (0/0). Short (0/0).
CrabClaw (0/1). WP: 0%. Guess: cash. Long (0/1). Short (0/0).
MrJohnRoss (0/1). WP: 0%. Guess: cash. Long (0/1). Short (0/0).
nnuut (0/1). WP: 0%. Guess: cash. Long (0/1). Short (0/0).
RealMoneyIssues (0/1). WP: 0%. Guess: up. Long (0/1). Short (0/0).

View attachment 28233

Let me know what needs fix'n

Dang, you got the chart I needed and I can see where the discrepancy lies. I guessed down for March 31, but you had me at cash. Ooh, am I going to take a hit? Ouch!

 

[userque]

Dang, you got the chart I needed and I can see where the discrepancy lies. I guessed down for March 31, but you had me at cash. Ooh, am I going to take a hit? Ouch!

Nice catch! (please excuse the dates/closings being on the far right:embarrest

 

[ebbnflow]

Nice catch! (please excuse the dates/closings being on the far right:embarrest

View attachment 28234

Wow, I lost 16 bucks (went from $1,040 to $1,024). No worries, the losses from Mar. 28 (-0.29%), Mar. 31 (-1.54%), and Apr. 01 (-1.21%), would not have counted. All three dates used cash patterns (6, 4, 6) according to our new strategy below. The new strategy would also have the system at $1,056.

Old strategy: short < 55%; long > 55%.
Didn't make sense shorting patterns with win percentages > 53% (bullish).
We had 5 short patterns and only 3 long patterns. It was a losing proposition.

New strategy: short <= 53%; cash > 53% and <= 55%; long > 55%.
More logical and can achieve higher rate of accuracy and gains.
Well balanced with two short (2 and 8), three cash (4, 6, and 7), and three long (3 and 5) patterns.

 

[ebbnflow]

Wow, I lost 16 bucks (went from $1,040 to $1,024). No worries, the losses from Mar. 28 (-0.29%), Mar. 31 (-1.54%), and Apr. 01 (-1.21%), would not have counted. All three dates used cash patterns (6, 4, 6) according to our new strategy below. The new strategy would also have the system at $1,056.

Old strategy: short < 55%; long > 55%.
Didn't make sense shorting patterns with win percentages > 53% (bullish).
We had 5 short patterns and only 3 long patterns. It was a losing proposition.

New strategy: short <= 53%; cash > 53% and <= 55%; long > 55%.
More logical and can achieve higher rate of accuracy and gains.
Well balanced with two short (2 and 8), three cash (4, 6, and 7), and three long (3 and 5) patterns.

That should be three long (1, 3, and 5) patterns. Forgot to include pattern 1. :embarrest:

In the future, I can see pattern 8 moving to cash and pattern 7 going back to short. Then we'll have all the cash patterns even (4, 6, 8) and all the long patterns odd (1, 3, 5). And, we'd be left with my favorite numbers (2 and 7) to short with.

 

[userque]

Re: S-fund Challenge!

Both Random Walkers guess DOWN for 4-22-14