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

Posted by at

12 comments:

  1. johnJanuary 31, 2013 at 4:19 PM

    thanks

    ReplyDelete
  2. JKHJanuary 31, 2013 at 7:44 PM

    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...

    ReplyDelete
  3. JaredJanuary 31, 2013 at 8:09 PM

    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!

    ReplyDelete
    Replies
    1. JamesFebruary 1, 2013 at 10:02 AM

      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.

      Delete
  4. David JohnsonFebruary 1, 2013 at 5:46 AM

    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...

    ReplyDelete
    Replies
    1. JamesFebruary 1, 2013 at 10:06 AM

      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...

      Delete
    2. David JohnsonFebruary 1, 2013 at 10:12 AM

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

      Delete
    3. JamesFebruary 1, 2013 at 10:18 AM

      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.

      Delete
    4. David JohnsonFebruary 3, 2013 at 10:55 AM

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

      Delete
    5. JamesFebruary 4, 2013 at 3:44 PM

      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. :)

      Delete
  5. AlgyrosFebruary 1, 2013 at 6:11 AM

    Updated Jan. 9th.

    ReplyDelete
  6. JamesFebruary 1, 2013 at 12:03 PM

    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!

    ReplyDelete

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