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SPX: The Xmas rally? How far can it fall & still manage to close up?

December 12, 2013 Leave a comment

Looks like whether or not we close above 1800 or up 30% for 2013 is all on the Fed from here on out.

If I were a betting man which as a trader I obviously am I would not bet the Fed fumbles the rally.

Considering a potential dip in December and how far we could close down here are the years when SPX was over 20% going into December.

As you can see it is very likely SPX closes green for December based on history with the only years registering a down December being 96, 80, 75 and 55 (flat).

I guess the big risk is a 1980 redux where we dropped 10% during the December month but still managed to close only 3% down.

spx_decdown121213

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SPX Model Projections for December and End of Year

November 30, 2013 Leave a comment

*model still in alpha test stage

The SPX model performed perfectly in forecasting a positive November and target.

My SPX model predictions:

– November close: STRONG probability of positive month.

– SPX close above 1800 for December (chart below).

– End of 2013: STRONG probability of close above 1800 possibly above 1850.

– 2 likely scenarios: 1. Close over 1800 or 2. Close over 1850

Known Risks to the model projections:

– Taper/Interest Rates (Fed really is the only risk)

– Dissapointing Holiday Retail

spx113013

 

SPX Model Projections for November and End of Year

November 1, 2013 Leave a comment

*model still in alpha test stage

The SPX model for October performed poorly in forecasting a very strong October. The model actually predicted a negative October and was about 100 pts off. Oops.

My SPX model predictions:

– November close: STRONG probability of positive month.

– SPX close above 1800 for November (chart below).

– End of 2013: STRONG probability of close above 1800 possibly above 1850.

Known Risks to the model projections:

– Taper/Interest Rates

– Fed Chairman speculation/announcement

– US Earnings

– Weak Holiday Retail

spx103113

 

SPX Model Projections for October and End of Year

October 5, 2013 Leave a comment

*model still in alpha test stage

The SPX model for September performed well in forecasting a positive close for September despite August’s weakness. SPX did close above 1666 around 1682.

My SPX model predictions:

– October close: STRONG probability of negative month.

– SPX close around 1656 for September (chart below).

– End of 2013: STRONG probability of close above 1750 possible 1775.

Risks to the model projections:

– Taper/Interest Rates

– Government Shutdown/Debt Ceiling

– Fed Chairman speculation/announcement

– Continued weak US economic data

– US Earnings

spx100513spx_oct2013

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:

– A 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