Thursday, January 31, 2013

Hold signals.

Pretty boring day. JTS remains short, CCI remains long. JT Composite will hold tight in cash. I will do the same. Thanks!

Jan bookkeeping...signal archiving...
Date JT Composite... XIV/TNA(SPXL)J-TraderCCI
Dec 24 Long XIV/TNA17.51/62.80Long Long
Jan 2 Cash18.60/69.72HoldShort
Jan 3 CashHoldHold
Jan 4 CashHoldHold
Jan7 CashHoldHold
Jan 8 CashHoldHold
Jan 9 CashHoldHold
Jan 10 Short SPXL 19.53/96.28ShortHold
Jan 11 Short SPXLHoldHold
Jan 14 Half-short SPXL19.91/96.02Cover Hold
Jan 15 Half-short SPXLHoldHold
Jan 16 Half-short SPXLHoldHold
Jan 17 Half-short SPXLHoldHold
Jan 18 Half-short SPXLHoldHold
Jan 21 closed for MLK day...
Jan 22 Short SPXL22.11/100.23Short Hold
Jan 23 Short SPXLHoldHold
Jan 24 Short SPXLHoldHold
Jan 25 Short SPXLHoldHold
Jan 28 Short SPXLHoldHold
Jan 29 Short SPXLHoldHold
Jan 30 Cash21.07/102.21HoldLong
Jan 31 CashHoldHold


  1. SPX 15min has a nice H&S (w/downsloping N/L). Bears need to trigger that... otherwise we goin' higher again, and pushing up new local highs.

    but if they trigger that H&S, we got a good shot at hitting that 1487 target I mentioned the other day.

    Other than that, this mkt continues to be a snoozer...

  2. J, is there a reason why your moves on the tsptalk autotracker are hidden? Are you subscribed to a premium service or were you one at one time or something? Thanks!

    1. Yes, my TSP moves are tied to IT's System. My recent IFT's may be hidden, but you can always see my current position in the Autotracker listings. Currently 50C/50S.

  3. A question about System Returns at left. How can "Current Jan'13 Month %" show a gain? The composite signal stayed in cash until Jan. 10, then went short, while the mkt moved steadily up...

    1. Yeah, as Algy mentioned below I generally update those stats only about once a month, mainly due to time constraints. I'll try to get fresh numbers up today now that we're in a new month. Thanks for reminding me...

    2. ok, so how could the composite system gain 11.02% through Jan. 9 if parked in cash? sorry, i'm missing something.

    3. It went long Christmas Eve and closed the position for a big gain on Jan 2. That gain gets credited toward Jan.

      I calculate stats based on when the trade is closed, not opened... that's just my personal preference.

    4. Ooohhhh!! This is disappointing. It means any comparison of YTD System Returns relative to any YTD index is rendered meaningless.

    5. I suppose that is true. Hopefully my systems perform so well that they will blow all indices out of the water on a YTD basis. :)

  4. CCI will go short at these levels (anything above SPY 151.08ish...more on this later). That would generate a 100% JT Comp Short signal... which I would be following.

    Stats have also been updated.

    With January in the rear-view, no longer will any system utilize SPXL/SPXU. It's all XIV/TNA/TZA. I will give more details in the PM post... thanks!