S-fund Challenge! Guesses

[userque]

S-Fund Challenge Results for April 28, 2014!​

 

[userque]

Oh, Ebb's saying DOWN...OK, change mine to UP for 4-29-14

Just kiddin' Ebb, we've got one more down day.

 

[ebbnflow]

4/30/14 up

 

[userque]

For 4-30-14:
I'm still SHORT;
Random Walker, Sr. is DOWN;
Jr. is UP

 

[ebbnflow]

Well, son of a Birch!

Unofficial (Apr. 28, 2014): C +0.32%; S -0.55%; I -0.10%.

Short Patterns (S-fund): 2/grn-grn-red (51.9%); 8/red-grn-red (52.4%).
Cash Patterns (S-fund): 4/grn-red-grn (53.3%); 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 (56.9%); 5/red-red-red (60.1%).

S&P 500: 55.0% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.0%; long > 55.0%.
Accuracy: 9/14 (64%). Long: 5/7 (71%). Short: 4/7 (57%). Cash: green (2 up, 2 down); red (2 up, 3 down).

Tuesday: Pattern 4/grn-red-grn. Win Percentage (CSI 54.0%): C 55.1%, S 53.3% (TP WP: 0/2), I 53.7%.
Forecast: long C-fund; short S-fund; cash I-fund.

Tuesday's pattern 4 is short instead of cash because of a triple pattern on the ebbchart (Apr. 25-29). The 3rd day of triple pattern 4-4-4 is 0/2 in win percentage (see double-patterns chart below).

I would have been better off in cash.

Unofficial (Apr. 29, 2014): C +0.48%; S +0.58%; I +0.65%.

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 (56.9%); 5/red-red-red (60.1%).

S&P 500: 55.1% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.1%; long > 55.1%.
Accuracy: 9/15 (60%). Long: 5/8 (63%). Short: 4/7 (57%). Cash: green (2 up, 2 down); red (2 up, 3 down).

Wednesday: Pattern 5/red-red-red. Win Percentage (CSI 59.7%): C 60.7%, S 60.1%, I 58.4%.
Forecast: long C-fund; long S-fund; long I-fund.

If I only had one more IFT available...

 

[ebbnflow]

Oh, Ebb's saying DOWN...OK, change mine to UP for 4-29-14

Just kiddin' Ebb, we've got one more down day.

Could have made up some ground today, userque. Well, it's a long campaign and there's always tomorrow.

 

[userque]

S-Fund Challenge Results for April 29, 2014!​

 

[userque]

I would have been better off in cash.
...

Hey, your system is doing excellent so far Either there is no such thing as a perfect system OR even with a perfect system, the market is not perfect.

 

[userque]

Could have made up some ground today, userque. Well, it's a long campaign and there's always tomorrow.

No worries, I'm still in the R&D phase. Recently just started playing with a swing trading NN right now. It's not really trying to catch the day-to-day wiggles. We'll see how it does.

The final NN I previously built did well in realistic back-testing over a recent ten day period (80% correct). I would settle with that network for this challenge but for testing the swing trading one.

You'd be well advised to get as big of a head-start as possible

 

[ebbnflow]

No worries, I'm still in the R&D phase. Recently just started playing with a swing trading NN right now. It's not really trying to catch the day-to-day wiggles. We'll see how it does.

The final NN I previously built did well in realistic back-testing over a recent ten day period (80% correct). I would settle with that network for this challenge but for testing the swing trading one.

You'd be well advised to get as big of a head-start as possible

Glad to see you finalizing your NN for the S-fund Challenge!

Be warned though, I have the cheat codes (patterns with probabilities) and I'm not afraid to use 'em.

 

[ebbnflow]

5/1/14 up

 

[userque]

Re: S-fund Challenge!

SHORT for 5-1-14

 

[RealMoneyIssues]

Re: S-fund Challenge!

Up for tomorrow(5/1) and probably tomorrow only... I guess we'll see how the price action goes...

 

[ebbnflow]

Re: S-fund Challenge!

I would have been better off in cash. *

Unofficial (Apr. 29, 2014): C +0.48%; S +0.58%; I +0.65%.

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 (56.9%); 5/red-red-red (60.1%).

S&P 500: 55.1% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.1%; long > 55.1%.
Accuracy: 9/15 (60%). *Long: 5/7 (71%). *Short: 4/8 (50%). Cash: green (2 up, 2 down); red (2 up, 3 down). *Corrected.

Wednesday: Pattern 5/red-red-red. Win Percentage (CSI 59.7%): C 60.7%, S 60.1%, I 58.4%.
Forecast: long C-fund; long S-fund; long I-fund.

If I only had one more IFT available...

Twitter twumbles, eBay falls by the wayside, but who cares when we have bullish pattern 5/red-red-red on our side.

Unofficial (Apr. 30, 2014): C +0.30%; S +0.58%; 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 (55.8%); 3/grn-red-red (56.9%); 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: 10/16 (63%). Long: 6/8 (75%). Short: 4/8 (50%). Cash: green (2 up, 2 down); red (2 up, 3 down).

Thursday: Pattern 3/grn-red-red. Win Percentage (CSI 56.5%): C 57.2%, S 56.9%, I 55.4%.
Forecast: long C-fund; long S-fund; long I-fund.

[/QUOTE]

 

[ebbnflow]

Re: S-fund Challenge!

I would have been better off in cash.

Unofficial (Apr. 29, 2014): C +0.48%; S +0.58%; I +0.65%.

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 (56.9%); 5/red-red-red (60.1%).

S&P 500: 55.1% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.1%; long > 55.1%.
Accuracy: 9/15 (60%). *Long: 5/7 (71%). *Short: 4/8 (50%). Cash: green (2 up, 2 down); red (2 up, 3 down). *Corrected.

Wednesday: Pattern 5/red-red-red. Win Percentage (CSI 59.7%): C 60.7%, S 60.1%, I 58.4%.
Forecast: long C-fund; long S-fund; long I-fund.

If I only had one more IFT available...

Twitter twumbles, eBay falls by the wayside, but who cares when we have bullish pattern 5/red-red-red on our side.

Unofficial (Apr. 30, 2014): C +0.30%; S +0.58%; 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 (55.8%); 3/grn-red-red (56.9%); 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: 10/16 (63%). Long: 6/8 (75%). Short: 4/8 (50%). Cash: green (2 up, 2 down); red (2 up, 3 down).

Thursday: Pattern 3/grn-red-red. Win Percentage (CSI 56.5%): C 57.2%, S 56.9%, I 55.4%.
Forecast: long C-fund; long S-fund; long I-fund.

[/QUOTE]

 

[userque]

S-Fund Challenge Results for April 30, 2014!​

 

[ebbnflow]

5/2/14 up

 

[userque]

5-2-14 short

 

[ebbnflow]

Twitter twumbles, eBay falls by the wayside, but who cares when we have bullish pattern 5/red-red-red on our side.

Unofficial (Apr. 30, 2014): C +0.30%; S +0.58%; 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 (55.8%); 3/grn-red-red (56.9%); 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: 10/16 (63%). Long: 6/8 (75%). Short: 4/8 (50%). Cash: green (2 up, 2 down); red (2 up, 3 down).

Thursday: Pattern 3/grn-red-red. Win Percentage (CSI 56.5%): C 57.2%, S 56.9%, I 55.4%.
Forecast: long C-fund; long S-fund; long I-fund.

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.

 

[userque]

S-Fund Challenge Results for April 30, 2014!​