S-fund Challenge! Guesses

Re: S-fund Challenge!

Sorry its late, just got off watch...
Its almost 1230 am... :(

Sent from my Samsung Galaxy S4 using tapatalk...

No problem RMI, real life comes first.:) It's no problem to update the spreadsheet for the next tally's posting (a matter of seconds). Just please check behind me the next day to see that I didn't forget. :embarrest:
 
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5/8/14 maintaining position, also. :D

:D Yup, thought so. I figured that once I got the "recipe" closer to "right." We would sync up more often. However, my system is more fluid/interactive than yours, I believe; and at times, its forecast will depend upon the price action nearer to the closing bell. Whereas, I believe I've recently read you say (somewhere else) that your crystal ball can see about two weeks ahead.:)

But, during the more unseasonal/uncertain market days, I suspect we'll differ more so. Most likely on days when you go to cash, imo. :)

(And write this down class: it'll be on the test!) No matter from which tree a system plucks its tea leaves; if different systems both work--they, and the markets, ought sync up more often than not.
:cheesy:
 
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ebbnflow,

Consider whether or not you want to:


  • Switch the Challenge over to the DJ Total Market Completion, or leave it be. The change would be retroactive.
  • Implement realistic trading fees (and, of course, increase the starting balances). This too would be retroactive.
  • Increase starting balances...also retroactively.

I'm good either way, just thought I'd mention these possibilities in case you had a preference or wanted to toss them around in your head for a few days.:)
 
ebbnflow,

Consider whether or not you want to:


  • Switch the Challenge over to the DJ Total Market Completion, or leave it be. The change would be retroactive.
  • Implement realistic trading fees (and, of course, increase the starting balances). This too would be retroactive.
  • Increase starting balances...also retroactively.

I'm good either way, just thought I'd mention these possibilities in case you had a preference or wanted to toss them around in your head for a few days.:)

Totally agree with using DJ Total Market Completion because it's the S-fund and Wilshire 4500 is sometimes different. One time I lost out on a long call in your tally chart due to W4500 being negative by a fraction. But do you have the past prices? Maybe someone has it recorded.

Yes, we could increase the trading balance and include trading fees as well.

But if it's too much work, then let it be. :D
 
Totally agree with using DJ Total Market Completion because it's the S-fund and Wilshire 4500 is sometimes different. One time I lost out on a long call in your tally chart due to W4500 being negative by a fraction. But do you have the past prices? Maybe someone has it recorded.

Yes, we could increase the trading balance and include trading fees as well.

But if it's too much work, then let it be. :D

Yeah, the graphs at the bottom of this website use W4500...I assumed...:embarrest: I do have access to the data. The change will be retroactive, so your tally should be corrected.

I'm thinking $10,000 for the new starting balance.? $5 per trade?
 

So apparently everyone decided 12pm EST was the witching hour...

How about I put out another contrarian indicator play...

Friday Up...
180.gif
 
Yeah, the graphs at the bottom of this website use W4500...I assumed...:embarrest: I do have access to the data. The change will be retroactive, so your tally should be corrected.

I'm thinking $10,000 for the new starting balance.? $5 per trade?

Good enough for me. :)
 
Good enough for me. :)

OK, Today I'll post the old tally format. Expect to have new format by tomorrow.


P.S. I see we are still in sync :) It was a close decision for me though; a NN split decision (one says up, the other says down). Not enough time has passed to see if one is clearly more accurate than the other, but I went with the one that is slightly in the lead, of course.
 
20140508a.jpg
S-Fund Challenge Results for 08 MAY 2014 Revised*
*Tally updated to represent the DWCPF rather than W4500.
Starting balances have been up'd:) to $10,000.
Both changes are retroactive.
Retroactive trading fees are forthcoming.
 
12 MAY 2014 Position Changes: I, Grid, and IRA are SHORT

My NN's will be off a bit until I can convert them over to DWCPF:worried:
 
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