for the DJI's advance towards the 3% upper band in late December and
early January. These Peerless Sells would have always been profitable if
the DJI was shorted on the S16s. The average gain was +7.5%. The average
paper loss was 2.0%. The biggest paper loss was 3.3%; so all shorts on the
S16 would have been profitable.
Sell S16s: 1970-2020
No. Date Signal DJI Short Sale Short Sale
Pct Gain Paper Loss Peerless Internals <1
------------------------------------------------------------------------------
1 19700102 S16 809.7 5.6% 0.2% P-I, IP21, V-I, OPct
------------------------------------------------------------------------------
2 19761229 S16 994.93 6.1% 1.0% special case
-------------------------------------------------------------------------------
3 19810102 S16 972.78 4.2% 3.3% P-I, IP21, V-I, OP
-------------------------------------------------------------------------------
4 19900102 S16 2810.15 9.1% 0.0% special case, V-I
multiple NCs.
Exclude cases for average computations
------------------------------------------------------------------------------
5 19991229 S16 11484.66 12.9% 2.1% P-I, IP21, V-I
-------------------------------------------------------------------------------
6 20131230 S16 16504.29 6.4% 4.3% IP21 and V-I
-------------------------------------------------------------------------------
7 20151229 S16 17720.98 9.2% 0.0% P-I, IP21, V-I, OP
------------------------------------------------------------------------------- |
Avg 7.5% 2.0%
------------------------------------------------------------------------------------
Present 20211228 S16 IP21, V-I, OP
 |
 |
 |
 |
 |
 |
 |
 |
Program Code as of 12/30/2021
For i = 70 To rn
If mo(i) > 1 And mo(i) < 12 Then 45588
If la(i) / ma(i) > 1.0045 And P(i) < -77 And newipxxx(i) < -.041 And pvv(i) < -500
Then 45454|
If opma(i) > .001 And la(i) / ma(i) < 1.01 Then 45588
If la(i) / ma(i) > 1.04 Then 45588
If mo(i) = 12 And da(i) > 27 And pvv(i) < -240 And la(i) / ma(i) > 1.0105
And P(i) < -17 And newipxxx(i) < -.05 Then 45454
If mo(i) = 12 And da(i) > 27 And pvv(i) < -145 And la(i) / ma(i) > 1.0045
And P(i) < -1 And newipxxx(i) < .035 Then 45454
chang65 = (la(i) - la(i - 65)) / la(i - 65)
If mo(i) <> 12 Then 45588
If da(i) < 29 Then 45588
If pvv(i) < -400 And la(i) / ma(i) > 1.0045 And P(i) < -70
And newipxxx(i) < -.04 Then 45454
If la(i) / ma(i) < 1.0215 Then 45588 '1.0215
If la(i) / ma(i) > 1.0292 Then 45588
If pvv(i) > 2 Then 45588
If newipxxx(i) > .142 Then 45588
AROCC = ((ma(i) - ma(i - 1)) / ma(i - 1)) * 250
If AROCC > .6 Then 45588
If chang65 > .155 Then 45588
45454 pi = i: stsells16arrows (pi): : s9(i) = 116: : ms(i) = 16:
45588 Next i
For i = 70 To rn
If mo(i) > 1 And mo(i) < 12 Then 55588
chang65 = (la(i) - la(i - 65)) / la(i - 65)
If mo(i) <> 1 Then 55588
If da(i) > 2 Then 55588
If la(i) / ma(i) < 1.0215 Then 55588
If la(i) / ma(i) > 1.0292 Then 55588
If pvv(i) > 4 Then 55588
If newipxxx(i) > .142 Then 55588
AROCC = ((ma(i) - ma(i - 1)) / ma(i - 1)) * 250
If AROCC > .675 Then 55588
If chang65 > .155 Then 55588
If chang65 > .1 And opma(i) > .36 Then 55588
pi = i: stsells16arrows (pi): : s9(i) = 116: : ms(i) = 16:
55588 Next i
For i = 70 To rn ' Jan 1990
If mo(i) > 1 And mo(i) < 12 Then 55590
If mo(i) > 1 And mo(i) < 12 Then 55590
chang65 = (la(i) - la(i - 65)) / la(i - 65)
If chang65 > 0 Then 55590
If mo(i) <> 1 Then 55590
If da(i) > 3 Then 55590
If la(i) / ma(i) < 1.025 Then 55590
If la(i) / ma(i) > 1.029 Then 55590
If pvv(i) > 55 Then 55590
If newipxxx(i) > .073 Then 55590
AROCC = ((ma(i) - ma(i - 1)) / ma(i - 1)) * 250
If AROCC > .51 Then 55590
maxh65 = -99999
For j = i - 100 To i - 1
If la(j) > maxh65 Then maxh65 = la(j)
Next j
If la(i) > maxh65 Then 55590
pi = i: stsells16arrows (pi): : s9(i) = 116: : ms(i) = 16:
55590 Next i