| 35 of the 137 Sell S9s occur with the
P-Indicator positive, but are made Sell S9s because the V-Indicator is below +1. The bearishness of the S9V is much less when the IP21 is above +.10 .064 -.012 + .05 + .069 + .026 + .04 + .051 (No=7 Avg= .041 ) When the IP21 is below +.10, the average gain is 10.1% (27 cases), but when the IP21 is above it, the gain is only +4.1% July S9Vs are particularly bearish: when the IP21 was below +.10 +.181 +.168 + .105 +.086 +.098 N= 5 Avg. = .128 July S9Vs with IP21 >+.10, the one case was a gain of only +.026 17/21 Exceptions
H/S 5/29/1946-10/9/1946 (5 months) 212.5-163.1 S1 12/3/1968-5/26/1970 985.21 - 631.16 S2 9/21/1976 - 2/28/1978 1014.79 - 742.12 S9V 5/2/2011 - 10/3/2011 12807.36 - 10655.3 4 in 121 bear markets. Sell S9s: 1928-2013 Number of Trades= 137 Avg.Gain = .093 -.052 .45 Avg.Paper Loss = .016 .084 Avg.LAST/21DMA = 1.031 1.017 1.0948 Avg.Ann.Roc. = .0004 -1.314 2.374 Avg.PI = -28.0 -424.2 477 AVG.PI Change = 17.9 -834.3 463.2 AVG.Adj.PI = -85.4 AVG.IP21 = .014 -.292 .246 AVG.V-I = -117.0 -971 295 AVG.OBV-Pct = .078 -.34 .546 AVG.65-dPctCh. = .005 -.316 .301 ----------------------------------------------------------------------------------- Sell S9s: 1940-2013 Number of Trades = 96 Avg.Gain = .072 -.052 .341 Avg.Paper Loss = .015 -.003 .056 Avg.LAST/21DMA = 1.027 1.0424 Avg.Ann.Roc. = .001 -.616 .68 Avg.PI = -31.6 -424.2 477 AVG.PI Change = 23.3 -834.3 463.2 AVG.Adj.PI = -77.7 AVG.IP21 = 2.026 -.162 .246 AVG.V-I = -70.0 -971 8 AVG.OBV-Pct = .069 -.262 .405 AVG.65-dPctCh. = .013 -.243 .301 ------------------------------------------------------------------------------------ Sell S9s: 1965-2013 Number of Trades = 85 Avg.Gain = .078 -.049 .341 Avg.Paper Loss = .014 -.003 .056 Avg.LAST/21DMA = 1.027 1.0424 Avg.Ann.Roc. = .001 -.616 .68 Avg.PI = -25.66 -424.2 477 AVG.PI Change = 25.3 -584.3 463.2 AVG.Adj.PI = -56.4 AVG.IP21 = .024 -.136 .246 AVG.V-I = -41.4 -327 8 AVG.OBV-Pct = .069 -.262 .405 AVG.65-dPctCh. = .019 -.243 .301 ----------------------------------------------------------------------------------- Sell S9s: 1984-2013 Number of Trades = 49 Avg.Gain = .075 -.049 .341 Avg.Paper Loss = .0136 -.003 .056 Avg.LAST/21DMA = 1.028 1.0424 Avg.Ann.Roc. = 1.102 -.616 .68 Avg.PI = -8.38 -424.2 477 AVG.PI Change = 32.7 -422.5 463.2 AVG.Adj.PI = -21.8 AVG.IP21 = .042 -.079 .246 AVG.V-I = -70.0 -327 8 AVG.OBV-Pct = .072 -.262 .405 AVG.65-dPctCh. = .028 -.243 .301 --------------------------------------------------------------------------------- Sell S9s: 2000-2013 Number of Trades= 25 Avg.Gain= .07516 -.004 .209 Avg.Paper Loss= .01272 .051 0 Avg.LAST/21DMA= 1.029872 1.0424 99999 Avg.Ann.Roc. = .00216 .572 -.267 Avg.PI = 68.28 -270.9 477 AVG.PI Change = 47.964 463.2 -270.9 AVG.Adj.PI = 67.768 -99999 999999 AVG.IP21 = .04944 .246 -.035 AVG.V-I = -113.72 -3 -327 AVG.OBV-Pct = .0506 .353 -.262 AVG.65-dPctCh.= .00788 .301 -.143 -------------------------------------------------------------------------------- Sell S9s: 1929-1937 Number of Trades = 35 Avg.Gain = .156 -.047 .45 Avg.Paper Loss = 1.95 -.02 .084 Avg.LAST/21DMA = 1.038 1.0915 Avg.Ann.Roc. = .0177 -.689 2.374 Avg.PI = -12.6 -59.6 69.6 AVG.PI Change = 6.81 -386.7 393.8 AVG.Adj.PI = -66.2 AVG.IP21 = 1.071 -.126 .12 AVG.V-I = -241.5 -710 295 AVG.OBV-Pct = .113 -.233 .546 AVG.65-dPctCh. = -.006 -.316 .282
|
No. Date Signal DJI Pct Gain Paper Loss la/ma annroc PI PI-ch Adj.PI IP21 VI OBVPct 65d PctCh. ================================================================================= 1 19291204 S9 254.6 .086 .018 1.075 -.196 + .6 9.1 2.7 -.022 -522 .019 -.316 ---------------------------------------------------------------------------------- 2 19291211 S9 258.4 .099 .003 1.0795 1.094 +34.6 -16 149.2 .019 -282 -.032 -.301 ---------------------------------------------------------------------------------- 3 19320113 S9 84.4 .069 .018 1.0914 .741 +7.7 36 54.3 .044 -82 .028 -.133 ---------------------------------------------------------------------------------- 4 19340411 S9 105.2 .127 .013 1.032 .117 +33.4 -10.2 184.6 .016 -17 .25 .082 ---------------------------------------------------------------------------------- 5 19340821 S9 92.6 .033 .031 1.0294 .093 +31.2 45.5 172.5 -.021 -87 -.015 -.027 ---------------------------------------------------------------------------------- 6 19510430 S9 259.1 .064 .015 1.024 .5 +26.3 -20.4 79.9 +.179 -23 .363 .06 ---------------------------------------------------------------------------------- 7 19700227 S9 777.59 .175 .019 1.0296 .296 +61 48 129.3 .023 -1 -.006 -.043 ---------------------------------------------------------------------------------- 8 19710826 S9 906.1 .088 .011 1.0414 .467 +24 33.5 51 -.105 -1 .183 -.001 ---------------------------------------------------------------------------------- 9 19740222 S9 855.99 .051 .042 1.0268 -.214 +21.5 7.5 38.3 -.083 -2 -.083 -.04 ---------------------------------------------------------------------------------- 10 19740304 S9 853.18 .048 .045 1.0238 -.034 +40.6 -1.3 72.2 .014 -1 .138 .043 ---------------------------------------------------------------------------------- 11 19770315 S9 965.01 .164 none 1.0235 .216 +26.9 9.9 54.5 .06 -1 .055 .015 ---------------------------------------------------------------------------------- 12 19820401 S9 833.24 .035 .043 1.0264 .265 +45.7 64.3 88.1 .004 0 .141 -.04 ---------------------------------------------------------------------------------- 13 19821207 S9 1056.94 .061 none 1.0278 .06 +21.2 -.3 40.9 -.05 -4 -.049 .142 ---------------------------------------------------------------------------------- 14 19840316 S9 1184.36 .083 none 1.0241 .264 +8 30.9 13.9 .001 +1 .117 -.057 ---------------------------------------------------------------------------------- 15 19900719 S9 2993.81 .181 none 1.0269 .41 +.3 -15 .7 .065 -5 .405 .082 ---------------------------------------------------------------------------------- 16 19960812 S9 5704.98 -.012 .012 1.0339 .42 +76.8 8.7 98.3 +.118 -7 .33 .042 ---------------------------------------------------------------------------------- 17 19970212 S9 6961.63 .05 .018 1.0245 .35 +59.2 1.3 72.2 +.103 -6 .022 .119 ---------------------------------------------------------------------------------- 18 19970219 S9 7020.13 .058 .009 1.0265 .307 +94.6 -.7 115.4 .073 -6 -.058 .112 ---------------------------------------------------------------------------------- 19 19980708 S9 9174.97 .168 .018 1.0301 .141 +2.2 7 3.4 -.025 -17 .061 .021 ---------------------------------------------------------------------------------- 20 19990709 S9 11193.69 .105 .012 1.034 .555 +69.1 39.2 68.8 .085 -6 .264 .11 ---------------------------------------------------------------------------------- 21 20000814 S9 11176.14 .084 .012 1.0386 .403 +32.7 18.2 31.4 -.004 -53 .233 .06 ---------------------------------------------------------------------------------- 22 20010205 S9 10965.85 .133 none 1.0251 .059 +287.3 -2.8 279.9 .069 -3 .041 0 ---------------------------------------------------------------------------------- 23 20020226 S9 10115.26 .19 .051 1.0269 .333 +68.6 16.5 68.6 .047 -160 -.064 .022 ---------------------------------------------------------------------------------- 24 20020517 S9 10353.08 .209 none 1.0283 .175 +48 15.8 48 -.018 -148 .083 .036 -------------------------------------------------------------------------------- 25 20020816 S9 8778.06 .069 .011 1.0424 .522 +2.1 74 2.1 +.134 -180 -.068 -.143 ---------------------------------------------------------------------------------- 26 20080808 S9 11734.32 .07 .004 1.0299 .529 +91.8 70.1 82.7 .088 -81 .076 -.084 ---------------------------------------------------------------------------------- 27 20090518 S9 8504.08 .021 .034 1.0326 .54 +335.5 63 312.7 -.005 -11 .047 .072 ---------------------------------------------------------------------------------- 28 20090604 S9 8750.24 .049 .006 1.0335 .478 +316.1 92.5 294.6 .046 -73 .072 .301 ---------------------------------------------------------------------------------- 29 20100616 S9 10409.46 .061 .003 1.0253 -.253 +12 2 11.7 -.013 -150 -.202 -.022 ---------------------------------------------------------------------------------- 30 20100726 S9 10542.43 .026 .015 1.0411 .459 +442.4 170.1 429.6 +.166 -11 .039 -.053 ---------------------------------------------------------------------------------- 31 20100809 S9 10698.75 .04 none 1.025 .572 +477 -18.9 463.2 +.246 -15 .05 .017 ---------------------------------------------------------------------------------- 32 20110503 S9 12807.51 .051 none 1.0268 .412 +113.9 -98.8 113.5 +.152 -47 .353 .083 ---------------------------------------------------------------------------------- 33 20110705 S9 12569.87 .086 .012 1.0368 .412 +239.6 57.7 238.9 -.034 -48 .085 .02 ---------------------------------------------------------------------------------- 34 20110721 S9 12724.41 .098 none 1.0246 .513 +269.5 -15.5 268.7 .085 -51 .006 .043 ---------------------------------------------------------------------------------- 35 20110831 S9 11613.53 .083 none 1.0312 -.267 +134.2 126.9 133.8 .015 -151 .23 -.076 ---------------------------------------------------------------------------------- ---------------------------------------------------------------------------------- Sell S9s: 1928-2013 Number of Trades= 137 Avg.Gain = .093 -.052 .45 Avg.Paper Loss = .016 .084 Avg.LAST/21DMA = 1.031 1.017 1.0948 Avg.Ann.Roc. = .0004 -1.314 2.374 Avg.PI = -28.0 -424.2 477 AVG.PI Change = 17.9 -834.3 463.2 AVG.Adj.PI = -85.4 AVG.IP21 = .014 -.292 .246 AVG.V-I = -117.0 -971 295 AVG.OBV-Pct = .078 -.34 .546 AVG.65-dPctCh. = .005 -.316 .301 ----------------------------------------------------------------------------------- Sell S9s: 1940-2013 Number of Trades = 96 Avg.Gain = .072 -.052 .341 Avg.Paper Loss = .015 -.003 .056 Avg.LAST/21DMA = 1.027 1.0424 Avg.Ann.Roc. = .001 -.616 .68 Avg.PI = -31.6 -424.2 477 AVG.PI Change = 23.3 -834.3 463.2 AVG.Adj.PI = -77.7 AVG.IP21 = 2.026 -.162 .246 AVG.V-I = -70.0 -971 8 AVG.OBV-Pct = .069 -.262 .405 AVG.65-dPctCh. = .013 -.243 .301 ------------------------------------------------------------------------------------ Sell S9s: 1965-2013 Number of Trades = 85 Avg.Gain = .078 -.049 .341 Avg.Paper Loss = .014 -.003 .056 Avg.LAST/21DMA = 1.027 1.0424 Avg.Ann.Roc. = .001 -.616 .68 Avg.PI = -25.66 -424.2 477 AVG.PI Change = 25.3 -584.3 463.2 AVG.Adj.PI = -56.4 AVG.IP21 = .024 -.136 .246 AVG.V-I = -41.4 -327 8 AVG.OBV-Pct = .069 -.262 .405 AVG.65-dPctCh. = .019 -.243 .301 ----------------------------------------------------------------------------------- Sell S9s: 1984-2013 Number of Trades = 49 Avg.Gain = .075 -.049 .341 Avg.Paper Loss = .0136 -.003 .056 Avg.LAST/21DMA = 1.028 1.0424 Avg.Ann.Roc. = 1.102 -.616 .68 Avg.PI = -8.38 -424.2 477 AVG.PI Change = 32.7 -422.5 463.2 AVG.Adj.PI = -21.8 AVG.IP21 = .042 -.079 .246 AVG.V-I = -70.0 -327 8 AVG.OBV-Pct = .072 -.262 .405 AVG.65-dPctCh. = .028 -.243 .301 --------------------------------------------------------------------------------- Sell S9s: 2000-2013 Number of Trades= 25 Avg.Gain= .07516 -.004 .209 Avg.Paper Loss= .01272 .051 0 Avg.LAST/21DMA= 1.029872 1.0424 99999 Avg.Ann.Roc. = .00216 .572 -.267 Avg.PI = 68.28 -270.9 477 AVG.PI Change = 47.964 463.2 -270.9 AVG.Adj.PI = 67.768 -99999 999999 AVG.IP21 = .04944 .246 -.035 AVG.V-I = -113.72 -3 -327 AVG.OBV-Pct = .0506 .353 -.262 AVG.65-dPctCh.= .00788 .301 -.143 -------------------------------------------------------------------------------- Sell S9s: 1929-1937 Number of Trades = 35 Avg.Gain = .156 -.047 .45 Avg.Paper Loss = 1.95 -.02 .084 Avg.LAST/21DMA = 1.038 1.0915 Avg.Ann.Roc. = .0177 -.689 2.374 Avg.PI = -12.6 -59.6 69.6 AVG.PI Change = 6.81 -386.7 393.8 AVG.Adj.PI = -66.2 AVG.IP21 = 1.071 -.126 .12 AVG.V-I = -241.5 -710 295 AVG.OBV-Pct = .113 -.233 .546 AVG.65-dPctCh. = -.006 -.316 .282 |