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Archive for September, 2013

SPX: What is the probability of Year Hi in Nov or Dec

September 25, 2013 Leave a comment
Nov Hi 12%
Dec Hi 45%
Nov or Dec Hi 58%

*Since 1980

Pretty powerful stat that greater than 50% probability the high of the year takes place in November or December.

Whats more incredible is that there is almost a 50% probability the high occurs in December. That’s 1 month out of the 12.

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Time for a longer-term pullback developing

September 11, 2013 Leave a comment


ES_monthly091113

NQ_monthly091113YM_monthly091113

 

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September 2013 Model Projected Returns

September 1, 2013 Leave a comment

*model still in alpha test stage

My SPX model predictions for September are below:

РA STRONG (70%+ greater probability) projected positive month for September.

– SPX closing around 1666 for September (chart below).

Risks to the model projections:

1. Taper/Interest Rates

2. Middle East unrest (Syria, Egypt, WWIII)

3. Debt Ceiling

4. Fed Chairman speculation/announcement

5. Continued weak US economic data/September negative seasonality

6. Europe and Asia rebound slowing or worse faltering

spx_sept_projections

SPX 2013 Returns through August v. Avg. Historical Returns

avg_ret_sept_ret090113