If the Friday daily candle for SPY went to the beach this weekend, some bully would have kicked sand in it's face. Still, an ugly gain is still a gain. The rally near the end of the day wasn't difficult to catch, but not an easy day to avoid mistakes if one didn't sell at… Continue reading 8/3/20 xFC to Start
Category: Methodology
7/21/20 Current xFC
Adjusting Strategies For Underlying Market Conditions was published yesterday morning. The excessive close to open bias that was noted is getting a bit long in the tooth, but still ticking. xFC has to resolve into xFF or xCF this afternoon, assuming something extraordinary doesn't happen. The odds seem to favor xCF a bit. xCF has… Continue reading 7/21/20 Current xFC
7/13/20 New Signaling Concepts
I was writing a SeekingAlpha article this weekend when I got an idea to improve the strategies. The basic concept is that bull moves happen when there are fewer FF5 states during given periods. I like 63 trade days days or about 3 months to do the count. The simplest idea is to go long… Continue reading 7/13/20 New Signaling Concepts
6/22/20 Methodology Summary
$SPX This week I'm switching to $SPX (S&P 500 Index) as the Specter. $SPX should have the same signals as SPY without the late adjustments. Lengths The four different lengths of the analyzed indicators are 7, 13, 16, and 21. Strategy Groups There are two strategy groups for each length. xEM is the original grouping… Continue reading 6/22/20 Methodology Summary
EMA/Slope and More Detailed Return Analysis
One or both of these things will be in my next article. EMA/Slope (xES) is an identical strategy framework to EMA/SMA (xEM). Instead of using the simple moving average to build the hex character, linear regression slope is used instead. The returns are quite similar between the two. The performance numbers for 13es are shown… Continue reading EMA/Slope and More Detailed Return Analysis
Recent Specter/FF5 Performance
Performance is measured by looking back in time. The obvious technical issue is how far back to look. So far as I know, there is absolutely no clear answer. For example, consider Classical Specter/FF5 playing the 16 day averages from March 2020 through yesterday. The Long average natural log return is .98 which is a… Continue reading Recent Specter/FF5 Performance
Specter/FF5 Signals
This is a blog entry at seekingalpha. I thought seekingalpha would send messages to real time followers about blog posts but that doesn't happen. In the future, I will post those here instead. Matrix for LABU The aggregated matrix was discussed in the SA Blog. The matrix can also be displayed for a single security.… Continue reading Specter/FF5 Signals
Specter Analysis
SeekingAlpha article on Specter, and a brief mention of FoxForce5, an autmated portfolio trading application.
Three Types of Profit
Introducing the three types of profit and an attempt to improve graphics.
State Transition Analysis
Finite State Accountant now analyzes 4 indicator types: Simple Moving Average, Rate of Change, Least Square Moving Average, and Exponential Moving Average
