S-fund Challenge! Guesses

[userque]

Tonight, I expect to be done "finalizing" three NN players to enter the challenge. Two swing traders and one day trader. The day trader NN says UP for tomorrow, so I'm going to waffle again tonight and change my bet to UP for 5-2-14.

 

[userque]

Tonight, I expect to be done "finalizing" three NN players to enter the challenge. Two swing traders and one day trader. The day trader NN says UP for tomorrow, so I'm going to waffle again tonight and change my bet to UP for 5-2-14.

"Swing-NN S" is LONG; "Swing-NN 3" is SHORT; "IRA-NN" is SHORT; "Daily-NN" is LONG

The Challenge will let me front-test these NN designs and see which works best.

 

[ebbnflow]

Friday: Pattern 1/grn-grn-grn. Win Percentage (CSI 52.9%): C 53.3%, S 55.8%, I 49.6%.
Forecast: cash C-fund; long S-fund; short I-fund.

If you're wondering why the system has pattern 1/grn-grn-grn long S-fund, but short I-fund, maybe today's market action can illustrate it best (S-fund is up, I-fund is down). I don't know if it will end like this, but pattern 1 has already made more than 250 appearances on the ebbcharts. And that means it has taken snapshots of the same market conditions -- perhaps more times than not -- and learned from it.

 

[RealMoneyIssues]

Monday up, but I may change if there is a sell off into the close. I was expecting more of a positive reaction to a "seemingly" great jobs report, yet there isn't... that is disconcerting, but I think the retail investors will continue buying into this "rally" until the institutions decide it is time to pillage our 401k/IRA's again...

Then, and only then, will we see a major sell-off... maybe in July?

 

[userque]

Monday up, but I may change if there is a sell off into the close. I was expecting more of a positive reaction to a "seemingly" great jobs report, yet there isn't... that is disconcerting, but I think the retail investors will continue buying into this "rally" until the institutions decide it is time to pillage our 401k/IRA's again...

Then, and only then, will we see a major sell-off... maybe in July?

...yeah, a dump did happened in July, 2008. But my prognosis doesn't look that far ahead for me to speculate one way or the other at this time.

 

[ebbnflow]

5/5/14 up

 

[ebbnflow]

Pattern 3/grn-red-red pulled through for the S-fund today.

Unofficial (May 01, 2014): C -0.01%; S +0.23%; I +0.36%.

Short Patterns (S-fund): 2/grn-grn-red (51.9%); 8/red-grn-red (52.4%).
Cash Patterns (S-fund): 4/grn-red-grn (53.5%); 6/red-red-grn (53.9%); 7/red-grn-grn (53.1%).
Long Patterns (S-fund): 1/grn-grn-grn (55.8%); 3/grn-red-red (57.1%); 5/red-red-red (60.3%).

S&P 500: 55.1% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.1%; long > 55.1%.
Accuracy: 11/17 (65%). Long: 7/9 (78%). Short: 4/8 (50%). Cash: green (2 up, 2 down); red (2 up, 3 down).

Friday: Pattern 1/grn-grn-grn. Win Percentage (CSI 52.9%): C 53.3%, S 55.8%, I 49.6%.
Forecast: cash C-fund; long S-fund; short I-fund.

Friday: Pattern 1/grn-grn-grn. Win Percentage (CSI 52.9%): C 53.3%, S 55.8%, I 49.6%.
Result: cash C-fund was safe; long S-fund was right; short I-fund was right.

Unofficial (May 02, 2014): C -0.13%; S +0.20%; I -0.12%.

Short Patterns (S-fund): 2/grn-grn-red (51.9%); 8/red-grn-red (52.4%).
Cash Patterns (S-fund): 4/grn-red-grn (53.5%); 6/red-red-grn (53.9%); 7/red-grn-grn (53.1%).
Long Patterns (S-fund): 1/grn-grn-grn (56.0%); 3/grn-red-red (57.1%); 5/red-red-red (60.3%).

S&P 500: 55.0% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.0%; long > 55.0%.
Accuracy: 12/18 (67%). Long: 8/10 (80%). Short: 4/8 (50%). Cash: green (2 up, 2 down); red (2 up, 3 down).

Monday: Pattern 4/grn-red-grn. Win Percentage (CSI 54.2%): C 55.3%, S 53.5% (DP WP: 67%), I 53.9%.
Forecast: long C-fund; long S-fund; cash I-fund.

Monday is the 1st day of double pattern 4-4 and it has a win percentage of 67%.

 

[userque]

S-Fund Challenge Results for May 2, 2014!
​

 

[userque]

"Swing-NN S" is LONG; "Swing-NN 3" is SHORT; "IRA-NN" is SHORT; "Daily-NN" is LONG

The Challenge will let me front-test these NN designs and see which works best.

Replacing 'Swing-NN 3' with 'Grid-NN,' whose position for MONDAY 05 APR 2014 is SHORT.

 

[userque]

Maintaining positions except that: I and 'Daily-NN' are SHORT for 06 MAY 2014

 

[RealMoneyIssues]

Re: S-fund Challenge!

Up for Tuesday

Sent from my Samsung Galaxy S4 using tapatalk...

 

[ebbnflow]

Re: S-fund Challenge!

5/6/14 down

 

[userque]

S-Fund Challenge Results for 05 MAY 2014!​

 

[ebbnflow]

Friday: Pattern 1/grn-grn-grn. Win Percentage (CSI 52.9%): C 53.3%, S 55.8%, I 49.6%.
Result: cash C-fund was safe; long S-fund was right; short I-fund was right.

Unofficial (May 02, 2014): C -0.13%; S +0.20%; I -0.12%.

Short Patterns (S-fund): 2/grn-grn-red (51.9%); 8/red-grn-red (52.4%).
Cash Patterns (S-fund): 4/grn-red-grn (53.5%); 6/red-red-grn (53.9%); 7/red-grn-grn (53.1%).
Long Patterns (S-fund): 1/grn-grn-grn (56.0%); 3/grn-red-red (57.1%); 5/red-red-red (60.3%).

S&P 500: 55.0% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.0%; long > 55.0%.
Accuracy: 12/18 (67%). Long: 8/10 (80%). Short: 4/8 (50%). Cash: green (2 up, 2 down); red (2 up, 3 down).

Monday: Pattern 4/grn-red-grn. Win Percentage (CSI 54.2%): C 55.3%, S 53.5% (DP WP: 67%), I 53.9%.
Forecast: long C-fund; long S-fund; cash I-fund.

Monday is the 1st day of double pattern 4-4 and it has a win percentage of 67%.

Negligible gain in the S-fund (+0.01%), but it's a win nonetheless.

Monday: Pattern 4/grn-red-grn. Win Percentage (CSI 54.2%): C 55.3%, S 53.5% (DP WP: 67%), I 53.9%.
Result: long C-fund was right; long S-fund was right; cash I-fund was safe.

Unofficial (May 05, 2014): C +0.19%; S +0.01%; I -0.11%.

Short Patterns (S-fund): 2/grn-grn-red (51.9%); 8/red-grn-red (52.4%).
Cash Patterns (S-fund): 4/grn-red-grn (53.7%); 6/red-red-grn (53.9%); 7/red-grn-grn (53.1%).
Long Patterns (S-fund): 1/grn-grn-grn (56.0%); 3/grn-red-red (57.1%); 5/red-red-red (60.3%).

S&P 500: 55.0% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.0%; long > 55.0%.
Accuracy: 13/19 (68%). Long: 9/11 (82%). Short: 4/8 (50%). Cash: green (2 up, 2 down); red (2 up, 3 down).

Tuesday: Pattern 4/grn-red-grn. Win Percentage (CSI 54.3%): C 55.5%, S 53.7% (DP WP: 28%), I 53.7%.
Forecast: long C-fund; short S-fund; cash I-fund.

Tuesday is the 2nd day of double pattern 4-4 and it has a win percentage of only 28%.

 

[ebbnflow]

...
Tuesday: Pattern 4/grn-red-grn. Win Percentage (CSI 54.3%): C 55.5%, S 53.7% (DP WP: 28%), I 53.7%.
Forecast: long C-fund; short S-fund; cash I-fund.

Tuesday is the 2nd day of double pattern 4-4 and it has a win percentage of only 28% (see chart).

Translation: There's a 72% chance of rain. Don't forget to take an umbrella with you.

 

[userque]

For 07 MAY 2014, I, *Daily-NN, and *Grid-NN are SHORT

 

[ebbnflow]

5/7/14 down

 

[ebbnflow]

Negligible gain in the S-fund (+0.01%), but it's a win nonetheless.

Monday: Pattern 4/grn-red-grn. Win Percentage (CSI 54.2%): C 55.3%, S 53.5% (DP WP: 67%), I 53.9%.
Result: long C-fund was right; long S-fund was right; cash I-fund was safe.

Unofficial (May 05, 2014): C +0.19%; S +0.01%; I -0.11%.

Short Patterns (S-fund): 2/grn-grn-red (51.9%); 8/red-grn-red (52.4%).
Cash Patterns (S-fund): 4/grn-red-grn (53.7%); 6/red-red-grn (53.9%); 7/red-grn-grn (53.1%).
Long Patterns (S-fund): 1/grn-grn-grn (56.0%); 3/grn-red-red (57.1%); 5/red-red-red (60.3%).

S&P 500: 55.0% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.0%; long > 55.0%.
Accuracy: 13/19 (68%). Long: 9/11 (82%). Short: 4/8 (50%). Cash: green (2 up, 2 down); red (2 up, 3 down).

Tuesday: Pattern 4/grn-red-grn. Win Percentage (CSI 54.3%): C 55.5%, S 53.7% (DP WP: 28%), I 53.7%.
Forecast: long C-fund; short S-fund; cash I-fund.

Tuesday is the 2nd day of double pattern 4-4 and it has a win percentage of only 28%.

Market gets soaked. Good thing I was under my umbrella...ella.

Tuesday: Pattern 4/grn-red-grn. Win Percentage (CSI 54.3%): C 55.5%, S 53.7% (DP WP: 28%), I 53.7%.
Result: long C-fund was wrong; short S-fund was right; cash I-fund was safe.

Unofficial (May 06, 2014): C -0.90%; S -1.18%; I +0.29%.

Short Patterns (S-fund): 2/grn-grn-red (51.9%); 8/red-grn-red (52.4%).
Cash Patterns (S-fund): 4/grn-red-grn (53.5%); 6/red-red-grn (53.9%); 7/red-grn-grn (53.1%).
Long Patterns (S-fund): 1/grn-grn-grn (56.0%); 3/grn-red-red (57.1%); 5/red-red-red (60.3%).

S&P 500: 55.0% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.0%; long > 55.0%.
Accuracy: 14/20 (70%). Long: 9/11 (82%). Short: 5/9 (56%). Cash: green (2 up, 2 down); red (2 up, 3 down).

Wednesday: Pattern 4/grn-red-grn. Win Percentage (CSI 54.2%): C 55.3%, S 53.5% (TP WP: 33%), I 53.9%.
Forecast: long C-fund; short S-fund; cash I-fund.

Wednesday is the 3rd day of triple pattern 4-4-4 and it has a win percentage of only 33% (see chart).

 

[userque]

S-Fund Challenge Results for 06 MAY 2014!​

 

[RealMoneyIssues]

Re: S-fund Challenge!

Up

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