S-fund Challenge! Guesses

[ebbnflow]

Re: S-fund Challenge!

I was going to leave this alone but since you didn't, I'll elaborate for the benefit of all those involved.

1) Where are you on the Auto Tracker this year, you want to play an S-Fund game that suites your system but can't fit within the confines of TSP's Auto Tracker?

2) Your intimidating system failed to beat the S&P 500 in 2013, 2012, 2011, 2010 & 2009. It took you 5 losing years before you stopped taking peoples money and losing it for them, am I intimidated by that? No.

3) I see you have you're own website/forum where you can now advocate how great your system is (hence the reason I question your motivation for starting this thread.)

It's great that you have a system that professes higher probabilities than a random walk on the market (and I do believe you believe you have such a system) but if you can't translate this into money in the pocket, then I fail to see the point. While I do have several beta systems, the vast majority of what I post is data that can easily be understood & validated by anyone on this forum. The system you've been hocking is only understood by you, that's like buying a car and having to hire someone to drive it for you.

It is what it is, I'm done with this thread...Jason

1) I would have loved to be on the autotracker, but found out too late that I wasn't. I was in the F-fund at the end of last year and made only two IFT moves this year. I posted it somewhere in my thread (Ebb's Account). My yearly chart shows a gain of +2.70%, so far.

2) I mentioned before that I discovered the triple patterns timeline in 2012, and did beat the S&P 500 that year even though I still dabbled in the I-fund. In 2013, I missed out on big gains while in the I-fund during the early part of the year. That's when I decided to leave the I-fund alone and go with the S-fund strategy.

3). Please refrain from advertising my website in this thread.

I bet you can understand how the ebbcharts work if you try...even Intrepid caught on.
The thread's purpose is to see if anyone can beat the win percentage of the market. Put any jealousy, animosity, or any other hateful feelings in your back pocket.

 

[ebbnflow]

Re: S-fund Challenge!

The moment a person forms a theory, his imagination sees, in every object, only the traits which favor that theory.
-Thomas Jefferson to Charles Thompson 1787

This reminds me of someone I was competing with online. We were playing Homerun Battle 2, and I kept beating him even though he had a more powerful uniform. He kept calling me a cheater and complained a lot. So I told him, I'll let you win 200 hundred of my points while I eat some snack. Points are hard to come by (3 pts./match). I guess he finally realized that I don't care much about points (I'm in it for the competition) because he never accused me of cheating after that. By the way, he felt insulted and never took my offer.

 

[Intrepid_Timer]

Re: S-fund Challenge!

1) I would have loved to be on the autotracker, but found out too late that I wasn't. I was in the F-fund at the end of last year and made only two IFT moves this year. I posted it somewhere in my thread (Ebb's Account). My yearly chart shows a gain of +2.70%, so far.

2) I mentioned before that I discovered the triple patterns timeline in 2012, and did beat the S&P 500 that year even though I still dabbled in the I-fund. In 2013, I missed out on big gains while in the I-fund during the early part of the year. That's when I decided to leave the I-fund alone and go with the S-fund strategy.

3). Please refrain from advertising my website in this thread.

I bet you can understand how the ebbcharts work if you try...even Intrepid caught on.
The thread's purpose is to see if anyone can beat the win percentage of the market. Put any jealousy, animosity, or any other hateful feelings in your back pocket.

Do you really want to continue with the pot shots? If you do, then let's do it. Tom might ban me again though, which I'm sure you'd love.

The bottom line is, you could have sent userque a private message with the data, which of course you never pointed out that anything before mid-2012 is backtested returns. Like you said, I'm sure that is buried somewhere in one of your advertisement threads. You also posted your double-triple spreadsheet, not your daily system, which I thought is what this thread was all about. However, since you did post it, let's talk about that one for a minute. When you first started posting about this particular system, you made very clear to all that you were proud of the fact that this system returned what, over 200% in six years on "only" six trades? What happened that would cause it to have 11 trades last year after you went "live"? Also, why is it that it has only returned about 17% since going "live" in the middle of 2012? That's nearly two years? I realize you and Tom have a history together, so I'll just keep my mouth shut after this and leave you to your advertisement thread, which for most folks, is one of the things that can get them banned...................

 

[ebbnflow]

Re: S-fund Challenge!

Do you really want to continue with the pot shots? If you do, then let's do it. Tom might ban me again though, which I'm sure you'd love.

The bottom line is, you could have sent userque a private message with the data, which of course you never pointed out that anything before mid-2012 is backtested returns. Like you said, I'm sure that is buried somewhere in one of your advertisement threads. You also posted your double-triple spreadsheet, not your daily system, which I thought is what this thread was all about. However, since you did post it, let's talk about that one for a minute. When you first started posting about this particular system, you made very clear to all that you were proud of the fact that this system returned what, over 200% in six years on "only" six trades? What happened that would cause it to have 11 trades last year after you went "live"? Also, why is it that it has only returned about 17% since going "live" in the middle of 2012? That's nearly two years? I realize you and Tom have a history together, so I'll just keep my mouth shut after this and leave you to your advertisement thread, which for most folks, is one of the things that can get them banned...................

I don't have anything to hide, so I'll post my charts anyway I please, thank you. The links I provide in my sig (and my other threads) state when I discovered the timeline for the triple patterns. The ebbcharts system continues to evolve -- the 11 IFTs for 2013 included the newly discovered double patterns. All four "live" entries from the double patterns (2nd day, S-fund) resulted in gains last year (see bottom chart):

8-8 (Apr. 29 ): +0.72%.
3-3 (May 10): +0.73%.
5-5 (Aug. 05): +0.11%.
6-6,5 (Dec. 18-20): +1.99%. (stayed an extra day for bullish pattern 5).

This year (2014):

8-8 (Jan. 15): +0.52%.

All five entries into equities were successful.

Double patterns allow the system to go into equities (2nd day only, S-fund) even if the triple patterns are bearish. For most of the patterns, the 2nd day of a DP appears to maximize its strength or weakness. The 3rd and 4th day on the chart are for triple and quadruple patterns (not used, needs more data). Double-patterns chart:

Double-patterns chart:

Year-to-year chart (2007-2014):

 

[Cactus]

Re: S-fund Challenge!

3/28 Down.

 

[ebbnflow]

Re: S-fund Challenge!

Mar. 27, 2014 (unofficial): C -0.19%; S -0.21%; I -0.00%. I'm pretty sure, the I-fund has a negative return today. MSCI EAFE hasn't been updated yet.

Tally for Mar. 28, 2014:

EbbCharts (2/2). WP: 100%. Guess: down.
Cactus (0/1). WP: 0%. Guess: down.
CrabClaw (0/1). WP: 0%. Guess: cash.
MrJohnRoss (0/1). WP: 0%. Guess: cash.
nnuut (0/1). WP: 0%. Guess: cash.
RealMoneyIssues (0/1). WP: 0%. Guess: cash.
S-fund (0/2). WP: 0%. Guess: up.

We have a pattern 6/red-red-grn (WP: C 52.5%, S 54.2%, I 53.6%) on the ebbcharts.
Its winning percentage of 54.2% (S-fund) falls below our S&P 500 gauge of 54.8%, so the prediction is for a down day tomorrow.

This red pattern has underperformed, but it was the best performer amongst all patterns during the bear market crash of 2008 with a win percentage of 63% (CSI). By the way, the ebbcharts started compiling stats on Jan. 16, 2007.

Is pattern 6 starting to wake up and make its move this year?

Here is the updated tally for each pattern (1-8) as of Mar. 26, 2014. Each cell contains the number of times the pattern was right and its total gain/loss while using the C (1st row), S (2nd row), and I-fund (3rd row). Do keep in mind that the S&P 500's win percentage is 54.8% (2007-2014), so I'd consider any pattern going above it as being in an uptrend.

 

[ebbnflow]

Re: S-fund Challenge!

Here is the updated tally for each pattern (1-8) as of Mar. 26, 2014. Each cell contains the number of times the pattern was right and its total gain/loss while using the C (1st row), S (2nd row), and I-fund (3rd row). Do keep in mind that the S&P 500's win percentage is 54.8% (2007-2014), so I'd consider any pattern going above it as being in an uptrend.

........

Pattern 2/grn-grn-red got updated with losses in the C and S-fund (I-fund gained). The pattern also switched from being in an uptrend to a downtrending one. So now, all the bullish red patterns (3, 5, 6, 8) are in an uptrend and all the bearish green patterns (1, 2, 4, 7) are in a downtrend. It's a sight for sore eyes to see the patterns behaving like they should this year. :blink:

 

[Cactus]

Re: S-fund Challenge!

3/31 Down.

 

[ebbnflow]

Re: S-fund Challenge!

Mar. 28, 2014 (unofficial): C +0.46%; S +0.32%; I +0.60%.

Tally (Monday/Mar. 31, 2014):

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

Anyone can take a guess and post charts to support it (optional). No guess for any day means cash (won't count in the tally).

We have a pattern 4/grn-red-grn (WP: C 55.0%, S 53.6%, I 54.0%) on the ebbcharts. Its winning percentage of 53.6% (S-fund) falls below our 7-yr. S&P 500 gauge of 54.8%, so the prediction is for a down day tomorrow.

Here is the updated tally for each pattern (1-8) as of Mar. 27, 2014. Each cell contains the number of times the pattern was right and its total gain/loss while using the C (1st row), S (2nd row), and I-fund (3rd row). Do keep in mind that the S&P 500's win percentage is 54.8% (2007-2014), so I'd consider any pattern going above it as being in an uptrend.

 

[userque]

Re: S-fund Challenge!

ebb,

A few questions about the game:

1. You list the "S-Fund" as making guesses. Is that an individual with the same name as the actual S Fund? If not, what is it?

2. Will your system always be either long or short, or can your system go to cash as well?

3. I've developed a NN to play this game. I have an UP/DOWN solution (as well as a target close for Monday ). Will the guess count if I post it today, or should I just wait and post a new guess on Monday for Tuesday's action?

Thanks.

 

[ebbnflow]

Re: S-fund Challenge!

ebb,

A few questions about the game:

1. You list the "S-Fund" as making guesses. Is that an individual with the same name as the actual S Fund? If not, what is it?

2. Will your system always be either long or short, or can your system go to cash as well?

3. I've developed a NN to play this game. I have an UP/DOWN solution (as well as a target close for Monday ). Will the guess count if I post it today, or should I just wait and post a new guess on Monday for Tuesday's action?

Thanks.

1. No, the S-fund is just the S-fund and its guess is always up/long. Our goal would be to do better than its win percentage.

2. The ebbcharts system can also go cash if the pattern's win percentage for the S-fund equals our 7-yr. S&P 500 gauge of 54.8% (long > 54.8%, cash = 54.8%, short < 54.8%).

3. Great, by all means post your guess! US futures don't show up until Sunday night. Just include the day for your guess. Ex. Mar. 31-Apr. 04...up/down. No guess for any day means cash and won't count in the tally.

If anyone is trading TNA, then following the ebbcharts guesses would have resulted in two of three guesses being right (WP: 2/3 67%). This is how it can help folks with ETFs, or stocks.

 

[userque]

Re: S-fund Challenge!

Although NN was still crunching the numbers--searching for a better solution...its best guess so far is up, with a 'closing' guess of 1003.76. Final answer. :suspicious:

(Not much 'up' movement there. The safer 'game strategy' here would be to guess 'cash,' imo.)

UPDATE: Guess is for Monday, 3-31-14: UP

 

[ebbnflow]

Re: S-fund Challenge!

Although NN was still crunching the numbers--searching for a better solution...its best guess so far is up, with a 'closing' guess of 1003.76. Final answer. :suspicious:

(Not much 'up' movement there. The safer 'game strategy' here would be to guess 'cash,' imo.)

UPDATE: Guess is for Monday, 3-31-14: UP

NN stands for neural network, right? This is getting mighty interesting. NN vs. the S-fund...could be epic!

 

[RealMoneyIssues]

Re: S-fund Challenge!

3/31 up

 

[ebbnflow]

Re: S-fund Challenge!

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

EbbCharts (2/3). WP: 67%. Guess: down. Long (0/0). Short (2/3).
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).
Cactus (0/2). WP: 0%. Guess: down. Long (0/1). Short (0/1).
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).

Anyone can take a guess and post charts to support it (optional). No guess for any day means cash (won't count in the tally). Do you have what it takes to beat the S-fund?

 

[Cactus]

Re: S-fund Challenge!

Ebb;

Participation has dropped off and you have received several posts indicating people don't understand your system. It may help to try to explain it again -- maybe using different words. I know it is crystal clear to you, but others don't have the benefit of your understanding and may be thinking differently. Here is an example of a misunderstanding:

Post #12 Cactus votes 3/27 Down
Post #46 S Fund is -0.21%
Post #45 Cactus votes 3/28 Down
Post #46 S Fund is +0.32%

At this point Cactus is listed (0/2) leaving him feeling like the mouse facing the giant in Ender's Game. It doesn't matter which glass you choose. How is the numerator determined? It is more complicated than just guessing the ending Wilshire 4500 price change from the previous trading day being positive or negative.

 

[ebbnflow]

Re: S-fund Challenge!

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

EbbCharts (2/3). WP: 67%. Guess: down. Long (0/0). Short (2/3).
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).
Cactus (0/2). WP: 0%. Guess: down. Long (0/1). Short (0/1).
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).

Anyone can take a guess and post charts to support it (optional). No guess for any day means cash (won't count in the tally). Do you have what it takes to beat the S-fund?

Ebb;

Participation has dropped off and you have received several posts indicating people don't understand your system. It may help to try to explain it again -- maybe using different words. I know it is crystal clear to you, but others don't have the benefit of your understanding and may be thinking differently. Here is an example of a misunderstanding:

Post #12 Cactus votes 3/27 Down
Post #46 S Fund is -0.21%
Post #45 Cactus votes 3/28 Down
Post #46 S Fund is +0.32%

At this point Cactus is listed (0/2) leaving him feeling like the mouse facing the giant in Ender's Game. It doesn't matter which glass you choose. How is the numerator determined? It is more complicated than just guessing the ending Wilshire 4500 price change from the previous trading day being positive or negative.

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).

 

[userque]

Re: S-fund Challenge!

NN stands for neural network, right? This is getting mighty interesting. NN vs. the S-fund...could be epic!

Right NN stands for neural network. Just a simple one I designed based only on time (Year, Month, Trading Day of the Month, Day of Month, Weekday) and Closing Prices (last eleven trading days) all going back to May 2004. (Validated on last ten trading days and updated daily.) No other indicators are (currently) given to the NN.

Hopefully, it'll be interesting.

 

[userque]

Re: S-fund Challenge!

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.

Maybe build a spreadsheet to help automate the tallying?:worried: Need help with that? :cheesy:

 

[ebbnflow]

Re: S-fund Challenge!

Maybe build a spreadsheet to help automate the tallying?:worried: Need help with that? :cheesy:

Sure, maybe even include the gains/losses for our long/short positions in the S-fund. You can handle the tallying if you wish. We know there are ETFs equivalent to our S-fund (3x leveraged, also). So, it's a great chance to see if our systems have the right stuff...or not. Much easier to talk the talk, but way harder to walk the walk.