S-fund Challenge! Guesses

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Re: S-fund Challenge!

ebbnflow said:
Even though I'm in cash for pattern 7 (WP: 53.2%), the loss today in the S-fund switches pattern 7 (WP: 52.9%) from cash to short because it's now at < 53%.

Long Patterns: 1 (55.1%); 3 (56.7%; 5 (60.1%).
Short Patterns: 2 (51.9%); 7 (52.9%); 8 (52.4%).
Cash Patterns: 4 (53.8%); 6 (54.5%).

For Apr. 07, 2014:

Pattern: 6/red-red-grn (WP: C 52.9%, S 54.5%, I 53.9%).
Strategy: long > 54.9%; short <= 53%; cash > 53% and <= 54.9%.
Forecast: short C-fund; cash S-fund; cash I-fund.

04__03__14b.gif
Click to expand...

For Apr. 08, 2014:

S&P 500 gauge: 54.9% (7-yr. win percentage).
Pattern: 1/grn-grn-grn (WP: C 52.5%, S 55.1%, I 49.6%).
Strategy: long > 54.9%; short <= 53%; cash > 53% and <= 54.9%.
Forecast: short C-fund; long S-fund; short I-fund.

........
04__04__14b.gif
 
Re: S-fund Challenge!

userque said:
Oops, that should be UP, 990.67 to be exact :)
Click to expand...

Userque, the S-fund closed at 993.21 today, so if your target is 990.67 for tomorrow, then your guess of 'down' S-fund is the correct one. Which is it, up or down? :D
 
Re: S-fund Challenge!

hehe...sometimes I too find that determining the previous close is more difficult than predicting the next close :D
 
Re: S-fund Challenge!

ebb,

Wake up! Have you got an exit strategy for this challenge? Is it when all but one participant cries, "UNCLE!" Or when a certain monetary finish line is reached (profit or loss)? Or after a certain defined time period...a period long enough to determine, beyond reasonable doubts, that a system either works or it doesn't? Is there a 'slaughter rule' like the one for pick-up basketball games?

In poker, it is good etiquette for a decisively winning player to stick around (at least) long enough to give the other players a chance to win their money back (especially) after a super big, many folks 'all in,' type of pot is played. We aren't facing such a player yet:suspicious:, but we should be prepared.

When my blood-svedka level rises to a proper plateau , I may add artificial players to the game. One such guy/gal will make ALL the RIGHT trades, they will represent how much money we could be making if we actually knew what we were doing. Maybe another should be added to make ALL the WRONG trades to show us what a worst-case scenario looks like. And perhaps another could be added to make random decisions; they will represent the random walk believers. And maybe a player to only short the market.

P.S. Latest guess for the close is 991.62

que
 
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Re: S-fund Challenge!

Trader king should be crowned by the end of the year. We should see by then what works. :D

If you want to try out some strategy, or a random guy like joe six-pack, then it's up to you.

Did you IFT to the I-fund, userque? The I-fund takes a dump when pattern 1/grn-grn-grn appears on the ebbcharts. It has a winning percentage of only 49.6%. Compare that with 55.1% in the S -fund. Futures are looking bad for the I-fund right now...my guesstimate shows a loss of -0.70%. The other funds are okay, so far. Still too early, though.

04__07__14b.gif
 
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Re: S-fund Challenge!

ebbnflow said:
Trader king should be crowned by the end of the year. We should see by then what works. :D

If you want to try out some strategy, or a random guy like joe six-pack, then it's up to you.

Did you IFT to the I-fund, userque? The I-fund takes a dump with pattern 1/grn-grn-grn showing on the ebbcharts. It has a winning percentage of only 49.6%. Compare that with 55.1% in the S -fund. Futures are looking bad for the I-fund right now...my guesstimate shows a loss of -0.70%. The other funds are okay, so far. Still too early, though.
Click to expand...

Copy that re: end of year.

Welllll Yeah....regarding the IFT....long story short: I'm learning new NN software and utilizing its more effective NN optimization/evaluation tools and techniques. These tools allowed me to realize my previous TSP NN was majorly flawed! :worried: After a little optimization and learning, the newly configured NN burped out (after I had already made the IFT) that today is an 'up' day for I fund, but that the rest of the month is down.... I haven't ran this NN for very long as I am still pruning and optimizing. I will have what I consider a reliable solution after I let it run for several several several minutes.

Appreciate the 'heads-up' btw!:o


P.S.

I'm seeing a lot of posts referring to 'the futures.' When I used to daytrade and watch CNBC morning 'til closing bell, it was well understood that the futures would only reliably 'predict' the OPENING action. Has something changed as to now make folks believe the futures can predict the whole trading session outcome?

P.S.S.

Re: Ebbcharts. In the betting/gambling world it is understood that it is ok to take a low probability bet if the odds are in your favor. For example, it might be a good trade to make even if the odds of success are less than even WHEN the reward is substantial. For another example, a bet that has a 1 in 100 chance of hitting ($1 bet) is still a good bet if the payoff is 1000 fold ($1000 payoff). In other words, if I make this bet 100 times, I should win once. If I do, is it worth it? Yes, because I will win ten times ($1000) my expenses ($100).

Your charts take into account the odds of winning, but they don't seem to factor in a projected/calculated/statistical variance in the reward--the amount won versus the amount stood to lose.

In still other words, though a day may average being down 60% of the time, it may average 5% up when it is up; and only 0.5% down when it is down. All of this information may make being long that day a good bet. When you only look at up/down percentages, you're leaving a lot of information on the table, no?

que
 
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Re: S-fund Challenge!

What you posit may very well be true, especially for your system because it deals with price targets. The only time I deal with price is when it's converted to sentiment as part of the equation for my system. Determining the cycles for the C, S, and I-fund also come into play.

The way I see it, knowing how much gain/loss to expect is not as important as knowing when to get in or out. In the end, gains/losses averages out over time, so I don't bother with it. Makes life simpler. :D

Sing baby...I mean S-fund...sing! Let's hope it doesn't hit the high note until tomorrow. :rolleyes:
 
Re: S-fund Challenge!

moved to F Fund based on rushed analysis. Not sure I made the tsp deadline, but definitely missed tsptalk's deadline.:embarrest:
 
Re: S-fund Challenge!

ebbnflow said:
For Apr. 08, 2014:

S&P 500 gauge: 54.9% (7-yr. win percentage).
Pattern: 1/grn-grn-grn (WP: C 52.5%, S 55.1%, I 49.6%).
Strategy: long > 54.9%; short <= 53%; cash > 53% and <= 54.9%.
Forecast: short C-fund; long S-fund; short I-fund.

04__04__14b.gif
Click to expand...

For Apr. 09, 2014:

S&P 500 gauge: 54.9% (7-yr. win percentage).
Pattern: 1/grn-grn-grn (WP: C 52.5%, S 55.1%, I 49.6%). Note: WP not updated yet.
Strategy: long > 54.9%; short <= 53%; cash > 53% and <= 54.9%.
Forecast: short C-fund; long S-fund; short I-fund.

04__07__14b.gif
 
Re: S-fund Challenge!

ebbnflow said:
Trader king should be crowned by the end of the year. We should see by then what works. :D

If you want to try out some strategy, or a random guy like joe six-pack, then it's up to you.

Did you IFT to the I-fund, userque? The I-fund takes a dump when pattern 1/grn-grn-grn appears on the ebbcharts. It has a winning percentage of only 49.6%. Compare that with 55.1% in the S -fund. Futures are looking bad for the I-fund right now...my guesstimate shows a loss of -0.70%. The other funds are okay, so far. Still too early, though.

04__07__14b.gif
Click to expand...

Yep, pattern 1/grn-grn-grn continues to read the I-fund like a book (C +0.41%, S +0.76%, I -0.01%). :cool:

04__08__14b.gif
 
Re: S-fund Challenge!

EFA (I-fund) is showing a gain of +0.71% @1:15 PM ET, but my guesstimate has it closer to no gains at all. :rolleyes:
 
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Re: S-fund Challenge!

Final MSCI EAFE shows a gain of +0.16% in the I-fund (sans FV).

Skyrockets in flight. Afternoon delight. :D
 
Re: S-fund Challenge!

ebbnflow said:
For Apr. 09, 2014:

S&P 500 gauge: 54.9% (7-yr. win percentage).
Pattern: 1/grn-grn-grn (WP: C 52.7%, S 55.3%, I 49.4%). Note: WP updated.
Strategy: long > 54.9%; short <= 53%; cash > 53% and <= 54.9%.
Forecast: short C-fund; long S-fund; short I-fund.

04__07__14b.gif
Click to expand...

For Apr. 10, 2014:

S&P 500 gauge: 54.9% (7-yr. win percentage).
Pattern: 2/grn-grn-red (WP: C 55.1%, S 51.9%, I 53.4%).
Strategy: long > 54.9%; short <= 53%; cash > 53% and <= 54.9%.
Forecast: long C-fund; short S-fund; cash I-fund.

Worst pattern for the S-fund.

04__08__14b.gif
 
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