S-fund Challenge! Guesses

[ebbnflow]

Re: S-fund Challenge!

For Apr. 14, 2014:

S&P 500: 54.9% (7-yr. win percentage).
Pattern: 7/red-grn-grn (WP: C 53.9%, S 52.9%, I 48.5%).
Strategy: short <= 53%; cash > 53% and <= 54.9%; long > 54.9%.
Forecast: cash C-fund; short S-fund; short I-fund.

Early Monday morning and the I-fund is down -0.69%. European markets are down and the dollar index is down -0.32%. The other funds are faring much better. Pattern 7/red-grn-grn happens to be the worst pattern for the I-fund with a winning percentage of only 48.5%.

 

[userque]

Re: S-fund Challenge!

4-15-14 UP

 

[RealMoneyIssues]

Re: S-fund Challenge!

Up

Sent from my Samsung Galaxy S4 using tapatalk...

 

[userque]

Re: S-fund Challenge!

While investigating (for hours) the recent performance of the NN, I discovered a major FUBAR! Some type of way, I shifted the spreadsheet cells in the all-important price output column. This is the sheet that is imported into the NN. Suppose I hadn't had enough to drink that day. Anyway, hopefully the madness is over and I can get back to wwwwinning!:toung:

NN 2.0 is currently crunching, will post results later.


UPDATE:

That was fast. When the input makes sense, NN can figure things out nicely. While continued crunching will likely change the target, it's UP forecast, I'm suspecting, will remain...we'll see...maybe, as it's not projecting to be up by that much right now.

UP, target: 972.22

Since the market is closer to 972 than 977, I feel better now revealing that the NN updated its guess last night to 977.93 for today.

 

[ebbnflow]

Re: S-fund Challenge!

For Apr. 14, 2014:

S&P 500: 54.9% (7-yr. win percentage).
Pattern: 7/red-grn-grn (WP: C 53.9%, S 52.9%, I 48.5%).
Strategy: short <= 53%; cash > 53% and <= 54.9%; long > 54.9%.
Forecast: cash C-fund; short S-fund; short I-fund.

Unofficial: C +0.82%; S +0.36%; I -0.20%.

Wow, what a rebound! It helped the S-fund but not the I-fund.
By the way, the win in the S-fund today switched pattern 7 from short to cash.

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 (53.1%).
Long Patterns (S-fund): 1/grn-grn-grn (55.5%); 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%.

Tuesday: Pattern 1/grn-grn-grn. 7-yr. Win Percentage (CSI 52.7%): C 52.9%, S 55.5%, I 49.6%.
Forecast: short C-fund; long S-fund; short I-fund.

 

[userque]

Re: S-fund Challenge!

Unofficial: C +0.82%; S +0.36%; I -0.20%.

Wow, what a rebound! It helped the S-fund but not the I-fund.
By the way, the win in the S-fund today switched pattern 7 from short to cash.

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 (53.1%).
Long Patterns (S-fund): 1/grn-grn-grn (55.5%); 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%.

Tuesday: Pattern 1/grn-grn-grn. 7-yr. Win Percentage (CSI 52.7%): C 52.9%, S 55.5%, I 49.6%.
Forecast: short C-fund; long S-fund; short I-fund.

Ebb, all funds are up today, including the I-Fund. Are you staying with Long S? I'm asking in case it affects your charts and thus, your forecast...and I'm getting ready to post the tally along with predictions.

 

[ebbnflow]

Re: S-fund Challenge!

Ebb, all funds are up today, including the I-Fund. Are you staying with Long S? I'm asking in case it affects your charts and thus, your forecast...and I'm getting ready to post the tally along with predictions.

Monday's final MSCI EAFE shows a loss of -0.20% in the I-fund. I don't expect any +FV with the dollar index up almost a third of a percent. Yes, I'm long S for tomorrow.

 

[userque]

Re: S-fund Challenge!

View attachment 28153

 

[ebbnflow]

Re: S-fund Challenge!

oops, lets try Monday... up

I don't think you saw this, userque. RealMoneyIssues guessed up for today, Monday.

 

[userque]

Re: S-fund Challenge!

View attachment 28154

Corrected Version​

Nice catch Ebb! Sorry 'bout that RMI.:embarrest:


(Still working on spreadsheet 2.0. It will be much easier[automated] to correct/verify/reconcile. Also, it will correct the slight errors caused by a 'creeping' closing price. [I should have let the price settle.] The current system doesn't retain history [other than these posts] and is difficult [manual] to correct.)

 

[ebbnflow]

Re: S-fund Challenge!

View attachment 28154

Corrected Version​

Nice catch Ebb! Sorry 'bout that RMI.:embarrest:


(Still working on spreadsheet 2.0. It will be much easier[automated] to correct/verify/reconcile. Also, it will correct the slight errors caused by a 'creeping' closing price. [I should have let the price settle.] The current system doesn't retain history [other than these posts] and is difficult [manual] to correct.)

Userque, do you think we need another thread just for guesses and nothing else? It might even entice folks to join in on the fun without the pressure.

 

[userque]

Re: S-fund Challenge!

Initial target for 4-15-14: 978.92

 

[userque]

Re: S-fund Challenge!

Initial target for 4-15-14: 978.92

Updated NN with today's action. New guess is DOWN...

 

[userque]

Re: S-fund Challenge!

Updated NN with today's action. New guess is DOWN...

still up :blink:

 

[userque]

Re: S-fund Challenge!

Userque, do you think we need another thread just for guesses and nothing else? It might even entice folks to join in on the fun without the pressure.

Wow! I missed this post I concur with the additional thread.

 

[userque]

Re: S-fund Challenge!

still up :blink:

Until Ebb starts the new 'guess' thread, I'm relegated to continue posting my guesses/musings here:

Latest guess: DOWN 965.65

 

[ebbnflow]

Anyone is invited to guess at the direction of the market for tomorrow. You can be long (up), short (down), or cash (sideline) anytime you want. No guess for the day means you'll be in cash. No comments, please. Just enter the date, your guess, and it will be tallied in userque's spreadsheet. Your account will start with a balance of $1,000.

 

[ebbnflow]

04/16/14 cash

 

[RealMoneyIssues]

Up, well, hoping it is up...

 

[zzzgator]

4/16/14 Long