AI
Wednesday, April 10, 2013 10:57:53 PM
Is 2013 on a 2010 trajectory?
Take a look at the 2013 (left) and 2010 (right) charts below. The blue box is meant to determine if the same period in 2013 lines-up with the same period in 2010. In other words, is 2013 on the same trajectory as 2010? The black numbers on the 2010 chart are the week numbers. We are currently in week 15 (in 2013).
Below is the historical/seasonal model data I maintain. DTB>1949 (Directional Trade Bias) employs $SPX data back to 1950 to suggest the most likely close direction (+, -, or 0 for 50/50 split) for the specified week number. DTB>2008 leverages data back to 2009. The bottom row contains the actual $SPX gain/loss for each specified week during the year 2010.
The long term model (DTB>1949) accurately predicted the close direction for the first 13 weeks of 2013. The short term model predicted the close direction (-) for week 14 (when the long term model had week 14 as a +).
Last week (14) the short-term model accurately predicted the close direction (-). Interestingly, the long-term model had week 14 as (+). This made sense given the April-July pull backs the last 3 years influenced the short term model DTB.
This week (15) will close + when the short term model predicts -.
Therefore, is the 2013 April-July 'Swoon' negated or just delayed to week 17/18?
T
Take a look at the 2013 (left) and 2010 (right) charts below. The blue box is meant to determine if the same period in 2013 lines-up with the same period in 2010. In other words, is 2013 on the same trajectory as 2010? The black numbers on the 2010 chart are the week numbers. We are currently in week 15 (in 2013).
Below is the historical/seasonal model data I maintain. DTB>1949 (Directional Trade Bias) employs $SPX data back to 1950 to suggest the most likely close direction (+, -, or 0 for 50/50 split) for the specified week number. DTB>2008 leverages data back to 2009. The bottom row contains the actual $SPX gain/loss for each specified week during the year 2010.
The long term model (DTB>1949) accurately predicted the close direction for the first 13 weeks of 2013. The short term model predicted the close direction (-) for week 14 (when the long term model had week 14 as a +).
Last week (14) the short-term model accurately predicted the close direction (-). Interestingly, the long-term model had week 14 as (+). This made sense given the April-July pull backs the last 3 years influenced the short term model DTB.
This week (15) will close + when the short term model predicts -.
Therefore, is the 2013 April-July 'Swoon' negated or just delayed to week 17/18?
T
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