For the last several years, I've been developing the concept of finite state stock return analysis. There are a bunch of excellent ways to implement this type of methodology. I've been specifically looking at dividing the market day into two finite states.
Stock Charts With Excel
I'm hoping to start regular commentary again, and thinking about ways to share my VBA code. SPY began the day in the pocket formed by the 20 and 50 day SMA. This would a nice time for a move to challenge those two topping tails. Recently, I've been working with the Excel chart object, which… Continue reading Stock Charts With Excel
11/5/21 SOXL and Other Leveraged Bulls
The widely expected September weakness and turnaround in October actually happened. The weakness was quite mild while the strength was extraordinary. SOXL made a double bottom, consolidated for a week or so on the sunny side of the 54 day SMA, and then almost doubled from October lows.. Seems like the imbeciles that bought Evergrande… Continue reading 11/5/21 SOXL and Other Leveraged Bulls
10/22/21 The Homestretch, New Articles
Looks like they all lived happily ever after once the pretty reverse head and shoulders formed. A man with a rope around his neck doesn't always hang. This rally has been heavily favoring OC. You can tell by the white candles. Two new articles are on SeekingAlpha: Fifty Shades of DeviationQYLD And XYLD: Low-Risk, High-Return… Continue reading 10/22/21 The Homestretch, New Articles
7/29/21 13% in 6 Months
xSig is Octal now. The hex number checked for profit over the entire lookback. That might be worth knowing, but for making decisions today, that seems to double complexity for no great analytical benefit. The median natural log return for the major players was 0.13. Median return was also 0.13 for the Sectors. Same story… Continue reading 7/29/21 13% in 6 Months
7/14/21 xSig Article
State Space-Time, The Finite Frontier was published on SeekingAlpha yesterday. It discusses the concept of a state space which is part of a rather obscure area of game theory, which seems related to my research. It introduces a state performance matrix derived from the structured lookback. The xFBD on the top line means is the… Continue reading 7/14/21 xSig Article
5/13/21 Cycle Analysis 3x Bulls
Today is the first day in the Lower cycle in at least the last 31 days. The single descent to the Middle cycle before yesterday was contained there. The two xHL days occurred consecutively last week, the second one being the first candle of the two day sucker rally into the weekend. Ordinarily we would… Continue reading 5/13/21 Cycle Analysis 3x Bulls
5/12/21 Current Signal xLH
Back to the Middle Cycle. Signals (like xLH) are sefirot, the plural of sefira, which means something like number in Hebrew. The Kabbalistic meaning of the terms are much more nuanced, but "number" is still a pretty good definition. The middle cycle sefirot xLH and xHL are composites made up of less usual signals. Last… Continue reading 5/12/21 Current Signal xLH
5/6/21 Current Signal xHL
The market weakened into the close, but the signal stayed at xHL. The signals haven't been the primary focus of my work lately. The tables below shows Signal performance for the 74 Industrial Sector stocks I follow: There are three Cycles: Upper Cycle= signals xCC, xFC, xCF, and xFFMiddle Cycle= signals xLH, xHL, and xMMLower… Continue reading 5/6/21 Current Signal xHL
5/3/21 Where We At?
The chart shows tCC for the major indexes covering 7 months or 147 trade days. Note the IJR portfolio of small caps beats out IWM for first place by 5 natural log basis points or whatever they are called. .46 equates to a 59% return, while .21 = 23%. The Signal column shows what happened… Continue reading 5/3/21 Where We At?